+370.0%
ALL vs ARWR
+1,009.4%
-639.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.9% |
| 7D | 0.0% | -17.9% | +17.9% | +0.8% |
| 30D | +12.8% | -18.9% | +31.7% | +13.7% |
| 3M | +4.7% | -46.0% | +50.6% | +7.3% |
| 6M | +24.9% | -40.3% | +65.3% | +27.3% |
| YTD | +30.0% | -29.0% | +59.0% | +31.0% |
| 1Y | +29.9% | +13.8% | +16.1% | +27.6% |
| 3Y | +117.5% | +74.9% | +42.7% | +103.7% |
| 5Y | +161.7% | -36.2% | +197.9% | +153.2% |
| All | +370.0% | +1,009.4% | -639.4% | +314.9% |
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