+3.9%
AA vs ARWR
+20.0%
-16.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | +1.2% | -17.7% | +18.9% | +4.7% |
| 30D | -5.0% | -21.9% | +16.9% | -0.8% |
| 3M | -22.2% | -44.5% | +22.3% | -12.6% |
| 6M | -36.3% | -32.6% | -3.7% | -31.8% |
| YTD | -24.2% | -26.2% | +2.0% | -21.1% |
| 1Y | +3.9% | +23.0% | -19.1% | -7.3% |
| All | +3.9% | +20.0% | -16.1% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling