+22.7%
AR vs ARWR
+204.3%
-181.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | +1.7% | +0.8% | +2.4% |
| 30D | +14.8% | -0.7% | +15.5% | +14.8% |
| 3M | +6.2% | +14.9% | -8.6% | +5.8% |
| 6M | +4.3% | +32.6% | -28.3% | +3.5% |
| YTD | +14.4% | +30.0% | -15.7% | +13.3% |
| All | +22.7% | +204.3% | -181.6% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling