+66.3%
AA vs ARWR
+906.2%
-839.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -6.7% | -5.4% | -1.3% | -5.9% |
| 3M | -16.3% | -32.2% | +15.9% | -11.4% |
| 6M | -37.1% | -26.5% | -10.6% | -34.6% |
| YTD | -25.0% | -12.4% | -12.6% | -24.5% |
| 1Y | +8.6% | +46.9% | -38.3% | +0.7% |
| 3Y | +57.2% | +116.0% | -58.7% | +29.4% |
| 5Y | -13.0% | -28.0% | +14.9% | -20.6% |
| All | +66.3% | +906.2% | -839.9% | +18.2% |
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