+296.4%
ARM vs ADM
+16.8%
+279.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +5.5% | +3.8% | +1.7% | +5.0% |
| 30D | -8.2% | +9.8% | -17.9% | -9.2% |
| 3M | -35.9% | +2.1% | -38.1% | -36.0% |
| 6M | +103.1% | +27.5% | +75.6% | +97.3% |
| YTD | +130.6% | +50.2% | +80.4% | +118.5% |
| 1Y | +86.1% | +40.6% | +45.5% | +77.9% |
| All | +296.4% | +16.8% | +279.6% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling