+308.7%
A vs ARWR
+1,055.7%
-747.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.4% | -17.7% | +19.1% | +3.5% |
| 30D | +4.3% | -21.9% | +26.2% | +7.1% |
| 3M | +19.8% | -44.5% | +64.3% | +27.8% |
| 6M | +54.4% | -32.6% | +87.0% | +59.9% |
| YTD | +31.7% | -26.2% | +57.9% | +34.2% |
| 1Y | +22.4% | +23.0% | -0.5% | +16.3% |
| 3Y | +67.7% | +81.8% | -14.1% | +44.1% |
| 5Y | +15.7% | -36.0% | +51.8% | +7.5% |
| 10Y | +308.7% | +1,039.5% | -730.8% | +181.7% |
| All | +308.7% | +1,055.7% | -747.0% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling