+192.8%
APD vs ARWR
+1,009.4%
-816.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.6% |
| 7D | +2.2% | -17.9% | +20.1% | +3.3% |
| 30D | +9.4% | -18.9% | +28.3% | +10.8% |
| 3M | +4.7% | -46.0% | +50.6% | +8.6% |
| 6M | +5.5% | -40.3% | +45.8% | +8.4% |
| YTD | +31.4% | -29.0% | +60.4% | +33.0% |
| 1Y | +24.1% | +13.8% | +10.3% | +21.0% |
| 3Y | +28.8% | +74.9% | -46.1% | +17.5% |
| 5Y | +15.8% | -36.2% | +52.0% | +10.2% |
| All | +192.8% | +1,009.4% | -816.6% | +144.5% |
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 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