+174.6%
ARM vs ADI
+113.7%
+60.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.0% |
| 7D | -15.2% | -12.8% | -2.4% | -1.8% |
| 30D | -40.7% | -11.3% | -29.3% | -32.1% |
| 3M | -39.1% | -3.4% | -35.7% | -35.8% |
| 6M | -26.4% | -12.0% | -14.4% | -14.6% |
| YTD | +59.7% | +35.3% | +24.5% | +19.5% |
| 1Y | +10.3% | +58.1% | -47.7% | -30.4% |
| 3Y | +228.9% | +127.4% | +101.5% | +28.0% |
| All | +174.6% | +113.7% | +60.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling