+90.9%
APA vs ARWR
-34.9%
+125.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +8.5% | -17.8% | +26.4% | +10.8% |
| 30D | +2.8% | -18.1% | +20.9% | +4.8% |
| 3M | +21.7% | -44.2% | +65.9% | +29.3% |
| 6M | +32.6% | -38.6% | +71.3% | +38.3% |
| YTD | +103.7% | -28.0% | +131.7% | +106.2% |
| 1Y | +101.8% | +16.1% | +85.7% | +88.9% |
| 3Y | +48.1% | +84.0% | -35.9% | +18.8% |
| All | +90.9% | -34.9% | +125.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling