-1.6%
AGG vs ARWR
-38.4%
+36.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.6% |
| 7D | -1.4% | -17.9% | +16.5% | -1.1% |
| 30D | +0.9% | -18.9% | +19.8% | +1.3% |
| 3M | -1.2% | -46.0% | +44.7% | -0.2% |
| 6M | -1.4% | -40.3% | +38.9% | -0.6% |
| YTD | -1.4% | -29.0% | +27.6% | -1.0% |
| 1Y | -1.3% | +13.8% | -15.1% | -1.9% |
| 3Y | +13.8% | +74.9% | -61.1% | +10.9% |
| 5Y | -1.6% | -36.2% | +34.7% | -3.7% |
| All | -1.6% | -38.4% | +36.8% | -3.7% |
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