+106.6%
ARES vs ARWR
+28.5%
+78.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | +0.3% | -0.7% | +0.9% | +0.3% |
| 3M | +8.5% | +14.9% | -6.4% | +4.8% |
| 6M | +23.5% | +32.6% | -9.2% | +15.4% |
| YTD | -11.2% | +30.0% | -41.3% | -17.0% |
| 1Y | -19.3% | +208.4% | -227.6% | -37.8% |
| 3Y | +48.7% | +208.8% | -160.1% | +2.9% |
| All | +106.6% | +28.5% | +78.1% | +59.6% |
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