+3,842.3%
ALL vs ARWR
-98.0%
+3,940.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.8% |
| 7D | +4.2% | -5.0% | +9.2% | +4.2% |
| 30D | +18.9% | -6.6% | +25.6% | +19.0% |
| 3M | +1.2% | -33.9% | +35.1% | +1.4% |
| 6M | +23.2% | -23.3% | +46.5% | +23.3% |
| YTD | +30.0% | -13.5% | +43.5% | +30.0% |
| 1Y | +39.6% | +42.5% | -2.9% | +39.3% |
| 3Y | +115.2% | +104.1% | +11.1% | +114.2% |
| 5Y | +156.2% | -28.8% | +185.1% | +155.6% |
| 10Y | +398.0% | +911.6% | -513.6% | +391.5% |
| All | +3,842.3% | -98.0% | +3,940.3% | +3,733.9% |
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 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