+21.2%
ARM vs ADI
+72.0%
-50.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.2% |
| 7D | -10.4% | -6.3% | -4.1% | -4.1% |
| 30D | -31.8% | -3.2% | -28.7% | -28.9% |
| 3M | -32.2% | +2.8% | -35.0% | -32.7% |
| 6M | -14.9% | -5.0% | -9.9% | -9.4% |
| YTD | +66.0% | +46.3% | +19.7% | +41.2% |
| All | +21.2% | +72.0% | -50.8% | -1.3% |
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 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