+214.0%
ARM vs ADM
+6.9%
+207.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -13.0% |
| 7D | -27.1% | -7.5% | -19.6% | -26.8% |
| 30D | -44.9% | -14.3% | -30.6% | -44.3% |
| 3M | -39.3% | -8.6% | -30.7% | -39.1% |
| 6M | -20.2% | -9.9% | -10.3% | -19.7% |
| YTD | +52.5% | +25.1% | +27.4% | +46.8% |
| 1Y | +4.1% | +28.8% | -24.8% | -0.5% |
| All | +214.0% | +6.9% | +207.1% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling