+95.8%
AGG vs ARWR
+716.8%
-621.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.1% |
| 7D | -1.5% | -17.8% | +16.3% | -1.5% |
| 30D | +0.6% | -18.1% | +18.8% | +0.7% |
| 3M | -1.6% | -44.2% | +42.5% | -1.6% |
| 6M | -1.6% | -38.6% | +37.0% | -1.6% |
| YTD | -1.5% | -28.0% | +26.5% | -1.5% |
| 1Y | -1.1% | +16.1% | -17.2% | -1.1% |
| 3Y | +13.6% | +84.0% | -70.4% | +13.5% |
| 5Y | -1.7% | -35.4% | +33.7% | -1.8% |
| 10Y | +16.1% | +1,043.1% | -1,026.9% | +16.3% |
| All | +95.8% | +716.8% | -621.0% | +97.2% |
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