+270.9%
AA vs ARWR
-97.0%
+367.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | +5.0% | -0.7% | +5.6% | +5.0% |
| 3M | -35.8% | +14.9% | -50.7% | -35.9% |
| 6M | -18.4% | +32.6% | -51.0% | -18.6% |
| YTD | -5.5% | +30.0% | -35.5% | -5.7% |
| 1Y | +61.0% | +208.4% | -147.4% | +59.4% |
| 3Y | +66.2% | +208.8% | -142.6% | +64.1% |
| 5Y | +11.4% | +27.8% | -16.4% | +10.5% |
| 10Y | +116.9% | +1,107.6% | -990.7% | +111.3% |
| All | +270.9% | -97.0% | +367.9% | +247.1% |
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