+74.2%
AR vs ARWR
-28.9%
+103.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -14.3% | -2.9% | -11.4% | -14.0% |
| 30D | +1.4% | -5.4% | +6.8% | +1.9% |
| 3M | +3.4% | -32.2% | +35.6% | +7.0% |
| 6M | -2.1% | -26.5% | +24.4% | +0.2% |
| YTD | +4.7% | -12.4% | +17.1% | +4.5% |
| 1Y | +10.6% | +46.9% | -36.3% | +3.6% |
| 3Y | +24.6% | +116.0% | -91.4% | +5.0% |
| All | +74.2% | -28.9% | +103.1% | +62.8% |
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 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