+69.8%
AA vs ARWR
+77.5%
-7.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -0.6% |
| 7D | +5.3% | -17.9% | +23.2% | +8.6% |
| 30D | -2.3% | -18.9% | +16.6% | +1.0% |
| 3M | -20.8% | -46.0% | +25.1% | -12.0% |
| 6M | -39.8% | -40.3% | +0.5% | -34.7% |
| YTD | -23.3% | -29.0% | +5.7% | -20.0% |
| 1Y | +1.8% | +13.8% | -12.0% | -3.2% |
| All | +69.8% | +77.5% | -7.6% | +33.3% |
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 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