+70.7%
AA vs ARWR
+211.2%
-140.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | +5.0% | -0.7% | +5.6% | +5.2% |
| 3M | -35.8% | +14.9% | -50.7% | -37.7% |
| 6M | -18.4% | +32.6% | -51.0% | -23.5% |
| YTD | -5.5% | +30.0% | -35.5% | -11.3% |
| 1Y | +61.0% | +208.4% | -147.4% | +27.4% |
| All | +70.7% | +211.2% | -140.6% | +24.2% |
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 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