+314.7%
A vs ARWR
+1,024.2%
-709.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.5% | -17.8% | +17.4% | +1.6% |
| 30D | 0.0% | -18.1% | +18.1% | +2.1% |
| 3M | +16.7% | -44.2% | +60.9% | +24.4% |
| 6M | +54.8% | -38.6% | +93.5% | +62.3% |
| YTD | +28.8% | -28.0% | +56.8% | +31.7% |
| 1Y | +19.3% | +16.1% | +3.2% | +14.1% |
| 3Y | +65.5% | +84.0% | -18.4% | +42.0% |
| 5Y | +12.1% | -35.4% | +47.4% | +4.0% |
| All | +314.7% | +1,024.2% | -709.6% | +186.9% |
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