+161.7%
ALL vs ARWR
-38.4%
+200.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.9% |
| 7D | 0.0% | -17.9% | +17.9% | +0.6% |
| 30D | +12.8% | -18.9% | +31.7% | +13.5% |
| 3M | +4.7% | -46.0% | +50.6% | +6.6% |
| 6M | +24.9% | -40.3% | +65.3% | +26.6% |
| YTD | +30.0% | -29.0% | +59.0% | +30.5% |
| 1Y | +29.9% | +13.8% | +16.1% | +27.7% |
| 3Y | +117.5% | +74.9% | +42.7% | +103.1% |
| 5Y | +161.7% | -36.2% | +197.9% | +142.2% |
| All | +161.7% | -38.4% | +200.1% | +142.2% |
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 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