+199.6%
ARM vs ADI
+134.0%
+65.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.9% | -1.7% |
| 7D | +9.1% | +9.5% | -0.4% | -0.5% |
| 30D | -19.9% | -1.4% | -18.6% | -17.9% |
| 3M | -31.6% | +4.7% | -36.3% | -33.5% |
| 6M | -13.9% | -7.4% | -6.4% | -5.3% |
| YTD | +74.3% | +48.1% | +26.2% | +18.9% |
| 1Y | +35.8% | +69.6% | -33.8% | -20.2% |
| 3Y | +268.6% | +144.4% | +124.2% | +34.1% |
| All | +199.6% | +134.0% | +65.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling