+20.3%
ARM vs ADI
+72.3%
-52.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.6% | -1.9% | -1.8% |
| 7D | -5.3% | -4.4% | -0.9% | -0.7% |
| 30D | -30.0% | -2.8% | -27.2% | -27.3% |
| 3M | -34.1% | +1.5% | -35.6% | -33.8% |
| 6M | -12.6% | -4.7% | -7.9% | -7.3% |
| YTD | +70.4% | +46.8% | +23.6% | +44.4% |
| All | +20.3% | +72.3% | -52.0% | -2.8% |
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