+12.4%
AA vs ARWR
+28.5%
-16.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.8% |
| 6M | -18.4% | +32.6% | -51.0% | -23.8% |
| YTD | -5.5% | +30.0% | -35.5% | -11.7% |
| 1Y | +61.0% | +208.4% | -147.4% | +24.8% |
| 3Y | +66.2% | +208.8% | -142.6% | +16.7% |
| All | +12.4% | +28.5% | -16.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling