+68,337.6%
APH vs ARWR
-98.0%
+68,435.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.8% | -2.5% | -9.3% |
| 7D | -12.7% | -5.0% | -7.7% | -12.7% |
| 30D | -19.2% | -6.6% | -12.5% | -19.1% |
| 3M | -16.7% | -33.9% | +17.2% | -16.5% |
| 6M | +5.1% | -23.3% | +28.5% | +5.3% |
| YTD | +6.6% | -13.5% | +20.0% | +6.6% |
| 1Y | +3.9% | +42.5% | -38.6% | +3.6% |
| 3Y | +246.0% | +104.1% | +141.9% | +243.6% |
| 5Y | +268.0% | -28.8% | +296.8% | +266.8% |
| 10Y | +868.2% | +911.6% | -43.4% | +850.9% |
| All | +68,337.6% | -98.0% | +68,435.7% | +64,024.7% |
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 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