+193.1%
APD vs ARWR
+1,024.2%
-831.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +3.8% | -17.8% | +21.7% | +5.0% |
| 30D | +8.2% | -18.1% | +26.3% | +9.4% |
| 3M | +4.3% | -44.2% | +48.5% | +8.0% |
| 6M | +4.7% | -38.6% | +43.3% | +7.4% |
| YTD | +31.5% | -28.0% | +59.6% | +33.1% |
| 1Y | +23.5% | +16.1% | +7.4% | +20.2% |
| 3Y | +29.1% | +84.0% | -54.9% | +17.4% |
| 5Y | +15.9% | -35.4% | +51.3% | +10.2% |
| All | +193.1% | +1,024.2% | -831.1% | +144.6% |
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 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