+174.6%
ARM vs ADM
-3.4%
+178.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | -15.2% | -9.0% | -6.2% | -14.6% |
| 30D | -40.7% | -14.0% | -26.7% | -40.0% |
| 3M | -39.1% | -9.2% | -29.9% | -38.9% |
| 6M | -26.4% | -9.2% | -17.3% | -26.0% |
| YTD | +59.7% | +24.2% | +35.5% | +53.5% |
| 1Y | +10.3% | +27.0% | -16.6% | +5.5% |
| 3Y | +228.9% | +6.6% | +222.2% | +217.9% |
| All | +174.6% | -3.4% | +178.0% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling