+293.1%
AFL vs ARWR
+1,080.6%
-787.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.3% | -4.3% | +1.0% | -3.0% |
| 30D | -5.0% | -7.3% | +2.3% | -4.6% |
| 3M | -1.8% | +17.0% | -18.8% | -3.0% |
| 6M | +4.8% | +39.8% | -35.0% | +2.1% |
| YTD | +5.4% | +24.7% | -19.2% | +3.3% |
| 1Y | +9.0% | +186.5% | -177.5% | +0.5% |
| 3Y | +63.0% | +176.8% | -113.8% | +45.8% |
| 5Y | +134.5% | +29.3% | +105.2% | +115.4% |
| All | +293.1% | +1,080.6% | -787.5% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling