+174.6%
ARM vs ADP
+31.2%
+143.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +4.7% |
| 7D | -15.2% | +3.2% | -18.5% | -15.1% |
| 30D | -40.7% | +14.9% | -55.6% | -40.7% |
| 3M | -39.1% | +11.6% | -50.7% | -39.1% |
| 6M | -26.4% | +48.5% | -74.9% | -32.0% |
| YTD | +59.7% | +20.6% | +39.2% | +63.5% |
| 1Y | +10.3% | +23.7% | -13.3% | +10.9% |
| 3Y | +228.9% | +47.8% | +181.1% | +209.1% |
| All | +174.6% | +31.2% | +143.4% | +187.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling