+41.6%
AA vs ARWR
+1,024.2%
-982.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +0.5% | -17.8% | +18.4% | +3.3% |
| 30D | -0.6% | -18.1% | +17.6% | +2.2% |
| 3M | -19.7% | -44.2% | +24.5% | -12.4% |
| 6M | -41.6% | -38.6% | -2.9% | -37.6% |
| YTD | -24.6% | -28.0% | +3.4% | -22.0% |
| 1Y | +4.9% | +16.1% | -11.3% | +0.1% |
| 3Y | +66.8% | +84.0% | -17.1% | +38.7% |
| 5Y | -19.4% | -35.4% | +16.0% | -25.5% |
| All | +41.6% | +1,024.2% | -982.7% | -4.6% |
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 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