+113.0%
ALL vs ARWR
+81.3%
+31.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | -0.1% | -17.7% | +17.5% | 0.0% |
| 30D | +13.8% | -21.9% | +35.7% | +14.0% |
| 3M | -2.8% | -44.5% | +41.8% | -2.3% |
| 6M | +23.7% | -32.6% | +56.3% | +23.9% |
| YTD | +27.3% | -26.2% | +53.5% | +27.2% |
| 1Y | +30.5% | +23.0% | +7.6% | +29.1% |
| 3Y | +113.0% | +81.8% | +31.3% | +103.1% |
| All | +113.0% | +81.3% | +31.7% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling