-0.9%
APA vs ARWR
+921.6%
-922.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.3% | +15.2% | +2.0% |
| 7D | -8.7% | -17.3% | +8.6% | -6.5% |
| 30D | -2.4% | -21.5% | +19.1% | +0.6% |
| 3M | +19.0% | -43.8% | +62.8% | +28.1% |
| 6M | +26.8% | -32.3% | +59.1% | +31.8% |
| YTD | +87.3% | -25.8% | +113.2% | +90.0% |
| 1Y | +92.3% | +25.5% | +66.8% | +78.2% |
| 3Y | +37.3% | +84.1% | -46.9% | +11.7% |
| 5Y | +73.2% | -39.2% | +112.4% | +59.0% |
| 10Y | -0.9% | +1,072.4% | -1,073.2% | -26.0% |
| All | -0.9% | +921.6% | -922.4% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling