+145.0%
ALL vs ARWR
-28.9%
+173.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.9% |
| 30D | +13.8% | -5.4% | +19.2% | +13.9% |
| 3M | -7.0% | -32.2% | +25.2% | -5.9% |
| 6M | +18.0% | -26.5% | +44.5% | +18.9% |
| YTD | +24.2% | -12.4% | +36.6% | +24.0% |
| 1Y | +31.2% | +46.9% | -15.7% | +27.9% |
| 3Y | +107.5% | +116.0% | -8.4% | +92.5% |
| All | +145.0% | -28.9% | +173.9% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling