+45.7%
APA vs ARWR
+77.5%
-31.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.4% | +2.4% |
| 7D | +9.6% | -17.9% | +27.6% | +11.5% |
| 30D | -0.2% | -18.9% | +18.7% | +1.5% |
| 3M | +19.8% | -46.0% | +65.8% | +26.7% |
| 6M | +30.1% | -40.3% | +70.4% | +35.2% |
| YTD | +100.4% | -29.0% | +129.4% | +102.2% |
| 1Y | +105.2% | +13.8% | +91.4% | +91.0% |
| All | +45.7% | +77.5% | -31.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling