+391.7%
APP vs ARWR
+24.0%
+367.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -23.3% | -0.7% | -22.6% | -23.1% |
| 3M | -42.6% | +14.9% | -57.5% | -45.9% |
| 6M | -33.6% | +32.6% | -66.2% | -40.8% |
| YTD | -52.4% | +30.0% | -82.5% | -57.7% |
| 1Y | -35.9% | +208.4% | -244.2% | -59.0% |
| 3Y | +642.2% | +208.8% | +433.4% | +296.7% |
| 5Y | +311.1% | +27.8% | +283.3% | +191.5% |
| All | +391.7% | +24.0% | +367.7% | +200.5% |
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 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