+3,666.2%
ALL vs ARWR
-98.0%
+3,764.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.8% |
| 3M | -7.0% | -32.2% | +25.2% | -6.9% |
| 6M | +18.0% | -26.5% | +44.5% | +18.1% |
| YTD | +24.2% | -12.4% | +36.6% | +24.2% |
| 1Y | +31.2% | +46.9% | -15.7% | +30.9% |
| 3Y | +107.5% | +116.0% | -8.4% | +106.5% |
| 5Y | +144.8% | -28.0% | +172.8% | +144.2% |
| 10Y | +375.8% | +923.9% | -548.2% | +369.5% |
| All | +3,666.2% | -98.0% | +3,764.2% | +3,562.5% |
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