-30.6%
AR vs ARWR
+689.1%
-719.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 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% | +7.7% |
| 6M | -2.1% | -26.5% | +24.4% | +0.6% |
| YTD | +4.7% | -12.4% | +17.1% | +4.5% |
| 1Y | +10.6% | +46.9% | -36.3% | +3.2% |
| 3Y | +24.6% | +116.0% | -91.4% | +5.0% |
| 5Y | +71.9% | -28.0% | +99.8% | +59.1% |
| 10Y | +46.4% | +923.9% | -877.6% | -7.0% |
| All | -30.6% | +689.1% | -719.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling