+296.4%
ARM vs ADP
+19.3%
+277.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.1% |
| 7D | +5.5% | -3.4% | +8.9% | +5.8% |
| 30D | -8.2% | +2.8% | -11.0% | -8.5% |
| 3M | -35.9% | +20.9% | -56.9% | -38.5% |
| 6M | +103.1% | +29.9% | +73.2% | +89.6% |
| YTD | +130.6% | +9.6% | +121.0% | +135.7% |
| 1Y | +86.1% | -5.3% | +91.3% | +107.8% |
| All | +296.4% | +19.3% | +277.1% | +315.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling