+219.8%
ARM vs ADM
-2.1%
+221.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.3% | +9.7% | +11.9% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -20.3% | -11.8% | -8.5% | -19.6% |
| 3M | -24.4% | -11.3% | -13.1% | -23.9% |
| 6M | -4.4% | -10.0% | +5.7% | -3.7% |
| YTD | +86.0% | +25.9% | +60.1% | +78.6% |
| 1Y | +35.8% | +26.7% | +9.2% | +30.1% |
| 3Y | +289.1% | +8.1% | +280.9% | +275.6% |
| All | +219.8% | -2.1% | +221.9% | +260.4% |
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