+27.9%
APD vs ARWR
+28.5%
-0.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | +2.1% | -0.7% | +2.8% | +2.1% |
| 3M | +7.2% | +14.9% | -7.7% | +5.8% |
| 6M | +11.2% | +32.6% | -21.4% | +8.3% |
| YTD | +24.4% | +30.0% | -5.7% | +21.0% |
| 1Y | +6.7% | +208.4% | -201.7% | -4.8% |
| 3Y | +9.2% | +208.8% | -199.6% | -7.5% |
| All | +27.9% | +28.5% | -0.6% | +11.5% |
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 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