+3,736.6%
ALL vs ARWR
-97.0%
+3,833.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +23.6% | +14.9% | +8.7% | +23.5% |
| 6M | +22.3% | +32.6% | -10.3% | +22.2% |
| YTD | +26.5% | +30.0% | -3.5% | +26.4% |
| 1Y | +27.0% | +208.4% | -181.4% | +26.4% |
| 3Y | +149.6% | +208.8% | -59.2% | +148.1% |
| 5Y | +118.1% | +27.8% | +90.3% | +117.1% |
| 10Y | +369.0% | +1,107.6% | -738.6% | +362.4% |
| All | +3,736.6% | -97.0% | +3,833.6% | +3,626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling