+619.2%
APA vs ARWR
-98.0%
+717.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | -15.5% | -2.9% | -12.6% | -15.5% |
| 30D | +2.4% | -5.4% | +7.8% | +2.4% |
| 3M | +22.8% | -32.2% | +55.0% | +23.0% |
| 6M | +17.9% | -26.5% | +44.5% | +18.1% |
| YTD | +87.7% | -12.4% | +100.1% | +87.7% |
| 1Y | +94.2% | +46.9% | +47.3% | +93.5% |
| 3Y | +27.2% | +116.0% | -88.8% | +26.2% |
| 5Y | +74.1% | -28.0% | +102.1% | +73.4% |
| 10Y | +2.6% | +923.9% | -921.3% | +1.3% |
| All | +619.2% | -98.0% | +717.2% | +784.5% |
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