+13.8%
AGG vs ARWR
+77.5%
-63.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.6% |
| 7D | -1.4% | -17.9% | +16.5% | -1.2% |
| 30D | +0.9% | -18.9% | +19.8% | +1.1% |
| 3M | -1.2% | -46.0% | +44.7% | -0.5% |
| 6M | -1.4% | -40.3% | +38.9% | -0.9% |
| YTD | -1.4% | -29.0% | +27.6% | -1.1% |
| 1Y | -1.3% | +13.8% | -15.1% | -1.7% |
| All | +13.8% | +77.5% | -63.7% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling