+23.2%
APD vs ARWR
+20.0%
+3.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.2% | -17.7% | +17.5% | -0.6% |
| 30D | +11.0% | -21.9% | +32.9% | +10.5% |
| 3M | +1.3% | -44.5% | +45.8% | +0.1% |
| 6M | +6.4% | -32.6% | +38.9% | +5.9% |
| YTD | +28.9% | -26.2% | +55.1% | +29.1% |
| 1Y | +23.2% | +23.0% | +0.3% | +26.4% |
| All | +23.2% | +20.0% | +3.3% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling