+162.2%
ARM vs ADP
+32.8%
+129.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.2% | -14.3% | -13.0% |
| 7D | -27.1% | +7.4% | -34.5% | -26.9% |
| 30D | -44.9% | +17.1% | -62.0% | -44.9% |
| 3M | -39.3% | +14.4% | -53.7% | -39.3% |
| 6M | -20.2% | +47.9% | -68.1% | -25.8% |
| YTD | +52.5% | +22.1% | +30.4% | +56.2% |
| 1Y | +4.1% | +21.8% | -17.7% | +6.5% |
| 3Y | +211.7% | +50.5% | +161.2% | +192.0% |
| All | +162.2% | +32.8% | +129.3% | +175.1% |
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