+19.3%
ARM vs ARWR
+59.7%
-40.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.8% | -6.3% |
| 7D | -18.7% | +2.4% | -21.1% | -19.3% |
| 30D | -36.7% | -1.1% | -35.6% | -36.5% |
| 3M | -31.6% | -31.2% | -0.5% | -24.6% |
| 6M | -5.6% | -19.3% | +13.7% | -1.0% |
| YTD | +75.5% | -7.1% | +82.6% | +75.0% |
| 1Y | +19.3% | +62.9% | -43.5% | +13.8% |
| All | +19.3% | +59.7% | -40.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling