+228.9%
ARM vs ADP
+48.5%
+180.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +4.6% |
| 7D | -15.2% | +3.2% | -18.5% | -14.8% |
| 30D | -40.7% | +14.9% | -55.6% | -40.0% |
| 3M | -39.1% | +11.6% | -50.7% | -38.4% |
| 6M | -26.4% | +48.5% | -74.9% | -29.7% |
| YTD | +59.7% | +20.6% | +39.2% | +68.1% |
| 1Y | +10.3% | +23.7% | -13.3% | +14.1% |
| 3Y | +228.9% | +47.8% | +181.1% | +248.1% |
| All | +228.9% | +48.5% | +180.3% | +248.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling