+19.3%
ARM vs ADP
+20.3%
-1.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -3.5% |
| 7D | -18.7% | +6.4% | -25.1% | -14.8% |
| 30D | -36.7% | +16.6% | -53.3% | -29.5% |
| 3M | -31.6% | +12.9% | -44.5% | -25.0% |
| 6M | -5.6% | +45.7% | -51.3% | +15.0% |
| YTD | +75.5% | +20.6% | +54.8% | +109.2% |
| 1Y | +19.3% | +20.5% | -1.2% | +42.5% |
| All | +19.3% | +20.3% | -1.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling