+96.0%
AGG vs ARWR
+706.0%
-609.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.6% |
| 7D | -1.4% | -17.9% | +16.5% | -1.4% |
| 30D | +0.9% | -18.9% | +19.8% | +0.9% |
| 3M | -1.2% | -46.0% | +44.7% | -1.2% |
| 6M | -1.4% | -40.3% | +38.9% | -1.4% |
| YTD | -1.4% | -29.0% | +27.6% | -1.4% |
| 1Y | -1.3% | +13.8% | -15.1% | -1.3% |
| 3Y | +13.8% | +74.9% | -61.1% | +13.6% |
| 5Y | -1.6% | -36.2% | +34.7% | -1.7% |
| 10Y | +16.3% | +1,028.0% | -1,011.7% | +16.5% |
| All | +96.0% | +706.0% | -609.9% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling