+363.8%
ALL vs ARWR
+921.6%
-557.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +14.9% | +0.3% |
| 7D | -3.9% | -17.3% | +13.5% | -3.1% |
| 30D | +10.6% | -21.5% | +32.1% | +11.7% |
| 3M | -4.6% | -43.8% | +39.3% | -2.3% |
| 6M | +20.2% | -32.3% | +52.5% | +21.7% |
| YTD | +23.7% | -25.8% | +49.5% | +24.4% |
| 1Y | +27.9% | +25.5% | +2.4% | +25.1% |
| 3Y | +109.2% | +84.1% | +25.0% | +95.4% |
| 5Y | +148.0% | -39.2% | +187.2% | +140.7% |
| 10Y | +363.8% | +1,072.4% | -708.6% | +308.2% |
| All | +363.8% | +921.6% | -557.8% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling