+15.2%
APD vs ARWR
-36.3%
+51.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -1.2% | -19.9% | +18.8% | +0.3% |
| 30D | +11.0% | -18.7% | +29.8% | +12.5% |
| 3M | +2.6% | -44.7% | +47.3% | +6.6% |
| 6M | +4.8% | -36.5% | +41.3% | +7.6% |
| YTD | +31.0% | -25.7% | +56.6% | +32.2% |
| 1Y | +23.4% | +18.9% | +4.4% | +18.8% |
| 3Y | +28.4% | +83.1% | -54.7% | +12.3% |
| 5Y | +15.2% | -34.9% | +50.1% | +4.1% |
| All | +15.2% | -36.3% | +51.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling