+26.3%
APD vs ARWR
+81.3%
-54.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.2% |
| 3M | +1.3% | -44.5% | +45.8% | +3.9% |
| 6M | +6.4% | -32.6% | +38.9% | +7.8% |
| YTD | +28.9% | -26.2% | +55.1% | +29.7% |
| 1Y | +23.2% | +23.0% | +0.3% | +19.1% |
| 3Y | +26.3% | +81.8% | -55.4% | +12.7% |
| All | +26.3% | +81.3% | -54.9% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling