+193.0%
ARM vs ADM
-3.6%
+196.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | -5.3% | -7.8% | +2.5% | -4.8% |
| 30D | -30.0% | -12.6% | -17.5% | -29.4% |
| 3M | -34.1% | -8.2% | -25.8% | -33.9% |
| 6M | -12.6% | -8.9% | -3.7% | -12.2% |
| YTD | +70.4% | +24.0% | +46.4% | +63.8% |
| 1Y | +22.3% | +26.2% | -3.9% | +17.0% |
| 3Y | +261.2% | +7.0% | +254.2% | +248.8% |
| All | +193.0% | -3.6% | +196.6% | +230.6% |
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