+506.6%
APP vs ARWR
-29.6%
+536.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +61.1% | -17.7% | +78.8% | +68.9% |
| 30D | +42.8% | -21.9% | +64.7% | +52.2% |
| 3M | +16.7% | -44.5% | +61.2% | +37.9% |
| 6M | -15.6% | -32.6% | +17.0% | -7.8% |
| YTD | -41.3% | -26.2% | -15.1% | -38.6% |
| 1Y | -39.3% | +23.0% | -62.2% | -47.7% |
| 3Y | +803.2% | +81.8% | +721.4% | +462.8% |
| 5Y | +313.2% | -36.0% | +349.2% | +251.9% |
| All | +506.6% | -29.6% | +536.3% | +335.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling