+585.7%
APA vs ARWR
-97.0%
+682.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +0.5% | +1.7% | -1.1% | +0.5% |
| 30D | +23.4% | -0.7% | +24.1% | +23.4% |
| 3M | +12.7% | +14.9% | -2.2% | +12.6% |
| 6M | +39.4% | +32.6% | +6.8% | +39.1% |
| YTD | +79.0% | +30.0% | +48.9% | +78.6% |
| 1Y | +88.8% | +208.4% | -119.5% | +87.4% |
| 3Y | +6.4% | +208.8% | -202.4% | +5.3% |
| 5Y | +153.0% | +27.8% | +125.2% | +151.2% |
| 10Y | +7.5% | +1,107.6% | -1,100.0% | +6.0% |
| All | +585.7% | -97.0% | +682.8% | +741.6% |
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