+35.8%
ARM vs ADP
+26.1%
+9.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.1% |
| 7D | +9.1% | +2.2% | +6.9% | +10.9% |
| 30D | -19.9% | +10.6% | -30.5% | -13.4% |
| 3M | -31.6% | +12.9% | -44.5% | -24.4% |
| 6M | -13.9% | +50.6% | -64.5% | +7.1% |
| YTD | +74.3% | +23.2% | +51.1% | +113.7% |
| 1Y | +35.8% | +25.3% | +10.5% | +69.9% |
| All | +35.8% | +26.1% | +9.7% | +69.9% |
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 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