+57.2%
AA vs ARWR
+105.6%
-48.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | -6.7% | -5.4% | -1.3% | -5.8% |
| 3M | -16.3% | -32.2% | +15.9% | -10.3% |
| 6M | -37.1% | -26.5% | -10.6% | -34.0% |
| YTD | -25.0% | -12.4% | -12.6% | -24.4% |
| 1Y | +8.6% | +46.9% | -38.3% | -1.0% |
| 3Y | +57.2% | +116.0% | -58.7% | +19.4% |
| All | +57.2% | +105.6% | -48.3% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling