+10.3%
ARM vs ADM
+28.3%
-18.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.6% |
| 7D | -15.2% | -9.0% | -6.2% | -16.7% |
| 30D | -40.7% | -14.0% | -26.7% | -42.2% |
| 3M | -39.1% | -9.2% | -29.9% | -40.2% |
| 6M | -26.4% | -9.2% | -17.3% | -26.5% |
| YTD | +59.7% | +24.2% | +35.5% | +73.2% |
| 1Y | +10.3% | +27.0% | -16.6% | +23.6% |
| All | +10.3% | +28.3% | -18.0% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling