+10.3%
ARM vs ADI
+56.5%
-46.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.0% |
| 7D | -15.2% | -12.8% | -2.4% | -2.3% |
| 30D | -40.7% | -11.3% | -29.3% | -32.4% |
| 3M | -39.1% | -3.4% | -35.7% | -35.4% |
| 6M | -26.4% | -12.0% | -14.4% | -15.2% |
| YTD | +59.7% | +35.3% | +24.5% | +45.4% |
| 1Y | +10.3% | +58.1% | -47.7% | -6.6% |
| All | +10.3% | +56.5% | -46.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling