+268.6%
ARM vs ADM
+11.2%
+257.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.3% | -4.8% |
| 7D | +9.1% | +4.2% | +4.9% | +8.8% |
| 30D | -19.9% | -12.8% | -7.1% | -19.2% |
| 3M | -31.6% | -8.5% | -23.2% | -31.4% |
| 6M | -13.9% | -10.9% | -3.0% | -13.2% |
| YTD | +74.3% | +29.4% | +44.9% | +67.2% |
| 1Y | +35.8% | +27.5% | +8.3% | +30.4% |
| 3Y | +268.6% | +10.3% | +258.3% | +259.6% |
| All | +268.6% | +11.2% | +257.4% | +259.6% |
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 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