+237.8%
A vs ARWR
+1,075.6%
-837.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.5% |
| 7D | -2.1% | +2.9% | -4.9% | -2.4% |
| 30D | +0.6% | -2.9% | +3.5% | +0.9% |
| 3M | +10.9% | +15.2% | -4.3% | +8.5% |
| 6M | +28.2% | +42.3% | -14.1% | +21.8% |
| YTD | +8.6% | +28.2% | -19.6% | +4.2% |
| 1Y | +15.5% | +213.2% | -197.7% | -1.5% |
| 3Y | +31.8% | +184.6% | -152.8% | +8.1% |
| 5Y | -14.9% | +29.2% | -44.1% | -26.6% |
| 10Y | +237.8% | +1,012.5% | -774.7% | +136.6% |
| All | +237.8% | +1,075.6% | -837.7% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling