+2,978.8%
APD vs ARWR
-98.0%
+3,076.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.7% |
| 30D | +9.6% | -5.4% | +15.0% | +9.6% |
| 3M | +1.6% | -32.2% | +33.9% | +1.8% |
| 6M | +2.2% | -26.5% | +28.7% | +2.3% |
| YTD | +25.9% | -12.4% | +38.3% | +25.9% |
| 1Y | +20.1% | +46.9% | -26.7% | +19.9% |
| 3Y | +12.4% | +116.0% | -103.6% | +11.9% |
| 5Y | +11.1% | -28.0% | +39.1% | +10.8% |
| 10Y | +190.1% | +923.9% | -733.8% | +187.3% |
| All | +2,978.8% | -98.0% | +3,076.8% | +3,106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling