+194.2%
AA vs ARWR
-98.0%
+292.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.9% |
| 7D | +0.9% | -2.9% | +3.8% | +0.9% |
| 30D | -6.7% | -5.4% | -1.3% | -6.6% |
| 3M | -16.3% | -32.2% | +15.9% | -16.1% |
| 6M | -37.1% | -26.5% | -10.6% | -37.0% |
| YTD | -25.0% | -12.4% | -12.6% | -25.0% |
| 1Y | +8.6% | +46.9% | -38.3% | +8.2% |
| 3Y | +57.2% | +116.0% | -58.7% | +55.7% |
| 5Y | -13.0% | -28.0% | +14.9% | -13.4% |
| 10Y | +65.5% | +923.9% | -858.4% | +61.7% |
| All | +194.2% | -98.0% | +292.2% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling