+313.1%
A vs ARWR
+906.2%
-593.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | -0.1% | -2.9% | +2.8% | +0.3% |
| 30D | +3.4% | -5.4% | +8.8% | +4.0% |
| 3M | +23.8% | -32.2% | +56.1% | +29.2% |
| 6M | +49.0% | -26.5% | +75.5% | +53.0% |
| YTD | +29.4% | -12.4% | +41.8% | +29.5% |
| 1Y | +19.4% | +46.9% | -27.5% | +11.5% |
| 3Y | +66.2% | +116.0% | -49.8% | +40.9% |
| 5Y | +15.8% | -28.0% | +43.8% | +6.3% |
| All | +313.1% | +906.2% | -593.1% | +186.3% |
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