+152.7%
AFL vs ARWR
-36.3%
+188.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +1.4% | -19.9% | +21.4% | +2.4% |
| 30D | +9.7% | -18.7% | +28.4% | +10.6% |
| 3M | +5.5% | -44.7% | +50.2% | +8.2% |
| 6M | +11.2% | -36.5% | +47.7% | +13.0% |
| YTD | +17.1% | -25.7% | +42.7% | +17.6% |
| 1Y | +14.0% | +18.9% | -4.9% | +11.1% |
| 3Y | +66.3% | +83.1% | -16.8% | +51.8% |
| 5Y | +152.7% | -34.9% | +187.5% | +128.9% |
| All | +152.7% | -36.3% | +188.9% | +128.9% |
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