+62.8%
AA vs ARWR
+200.0%
-137.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.8% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | +3.3% | -2.9% | +6.2% | +4.0% |
| 3M | -29.4% | +15.2% | -44.6% | -31.6% |
| 6M | -12.8% | +42.3% | -55.1% | -19.8% |
| YTD | -2.1% | +28.2% | -30.3% | -8.2% |
| 1Y | +62.8% | +213.2% | -150.5% | +35.5% |
| All | +62.8% | +200.0% | -137.2% | +35.5% |
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