+162.2%
ARM vs ADM
-2.7%
+164.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -13.0% |
| 7D | -27.1% | -7.5% | -19.6% | -26.7% |
| 30D | -44.9% | -14.3% | -30.6% | -44.2% |
| 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% | +46.5% |
| 1Y | +4.1% | +28.8% | -24.8% | -0.7% |
| 3Y | +211.7% | +6.9% | +204.8% | +201.5% |
| All | +162.2% | -2.7% | +164.9% | +195.6% |
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 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