+187.8%
APD vs ARWR
+921.6%
-733.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.3% | +17.4% | +3.0% |
| 7D | -1.6% | -17.3% | +15.8% | -0.5% |
| 30D | +10.6% | -21.5% | +32.1% | +12.2% |
| 3M | +2.5% | -43.8% | +46.3% | +6.1% |
| 6M | +6.0% | -32.3% | +38.2% | +8.0% |
| YTD | +28.4% | -25.8% | +54.3% | +29.7% |
| 1Y | +22.2% | +25.5% | -3.4% | +18.3% |
| 3Y | +26.6% | +84.1% | -57.6% | +15.1% |
| 5Y | +11.8% | -39.2% | +51.0% | +6.7% |
| 10Y | +187.8% | +1,072.4% | -884.6% | +139.4% |
| All | +187.8% | +921.6% | -733.8% | +139.4% |
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