+133.7%
AFL vs ARWR
+29.5%
+104.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | -7.1% | -2.9% | -4.2% | -7.0% |
| 3M | +0.4% | +15.2% | -14.8% | -0.6% |
| 6M | +4.5% | +42.3% | -37.7% | +2.0% |
| YTD | +6.1% | +28.2% | -22.1% | +4.0% |
| 1Y | +10.6% | +213.2% | -202.7% | +1.9% |
| 3Y | +64.0% | +184.6% | -120.6% | +46.5% |
| 5Y | +133.7% | +29.2% | +104.5% | +108.4% |
| All | +133.7% | +29.5% | +104.2% | +108.4% |
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