+214.2%
ARM vs ADI
+140.6%
+73.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +19.8% | +13.4% | +6.5% | +5.3% |
| 30D | -21.8% | -1.3% | -20.5% | -19.9% |
| 3M | -26.5% | +6.8% | -33.3% | -30.0% |
| 6M | -3.9% | -1.9% | -2.0% | -0.4% |
| YTD | +82.8% | +52.3% | +30.5% | +21.0% |
| 1Y | +34.3% | +71.6% | -37.3% | -22.0% |
| 3Y | +282.2% | +148.9% | +133.3% | +36.8% |
| All | +214.2% | +140.6% | +73.6% | +21.4% |
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