+24.6%
AR vs ARWR
+105.6%
-81.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -14.3% | -2.9% | -11.4% | -14.1% |
| 30D | +1.4% | -5.4% | +6.8% | +1.7% |
| 3M | +3.4% | -32.2% | +35.6% | +6.0% |
| 6M | -2.1% | -26.5% | +24.4% | -0.4% |
| YTD | +4.7% | -12.4% | +17.1% | +4.6% |
| 1Y | +10.6% | +46.9% | -36.3% | +5.1% |
| 3Y | +24.6% | +116.0% | -91.4% | +7.5% |
| All | +24.6% | +105.6% | -81.0% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling