+147.2%
AR vs ARWR
+28.5%
+118.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | +1.7% | +0.8% | +2.3% |
| 30D | +14.8% | -0.7% | +15.5% | +14.8% |
| 3M | +6.2% | +14.9% | -8.6% | +4.4% |
| 6M | +4.3% | +32.6% | -28.3% | +0.4% |
| YTD | +14.4% | +30.0% | -15.7% | +10.0% |
| 1Y | +21.3% | +208.4% | -187.0% | +4.4% |
| 3Y | +39.8% | +208.8% | -169.0% | +13.0% |
| All | +147.2% | +28.5% | +118.8% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling