+45.2%
AR vs ARWR
+85.8%
-40.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +2.1% | -19.9% | +22.0% | +3.4% |
| 30D | +4.5% | -18.7% | +23.2% | +5.7% |
| 3M | +1.0% | -44.7% | +45.7% | +4.8% |
| 6M | +4.4% | -36.5% | +40.9% | +7.0% |
| YTD | +10.9% | -25.7% | +36.5% | +11.7% |
| 1Y | +8.6% | +18.9% | -10.4% | +4.4% |
| All | +45.2% | +85.8% | -40.6% | +25.9% |
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