+185.4%
ARM vs ADM
-4.3%
+189.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -10.4% | -1.8% | -8.5% | -10.2% |
| 30D | -31.8% | -13.3% | -18.6% | -31.1% |
| 3M | -32.2% | -13.4% | -18.9% | -31.6% |
| 6M | -14.9% | -9.6% | -5.3% | -14.4% |
| YTD | +66.0% | +23.0% | +43.0% | +59.7% |
| 1Y | +17.2% | +27.4% | -10.2% | +11.9% |
| 3Y | +247.2% | +5.7% | +241.5% | +235.8% |
| All | +185.4% | -4.3% | +189.7% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling