+214.0%
ARM vs ADI
+125.9%
+88.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -11.1% | -1.9% | -1.6% |
| 7D | -27.1% | -16.7% | -10.4% | -11.5% |
| 30D | -44.9% | -14.2% | -30.7% | -34.9% |
| 3M | -39.3% | -4.1% | -35.2% | -35.4% |
| 6M | -20.2% | -10.3% | -9.9% | -9.0% |
| YTD | +52.5% | +34.3% | +18.2% | +15.4% |
| 1Y | +4.1% | +54.9% | -50.8% | -32.5% |
| All | +214.0% | +125.9% | +88.0% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling