+185.4%
ARM vs ARWR
+65.8%
+119.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -10.4% | -17.7% | +7.3% | -6.7% |
| 30D | -31.8% | -21.9% | -9.9% | -28.2% |
| 3M | -32.2% | -44.5% | +12.3% | -23.2% |
| 6M | -14.9% | -32.6% | +17.7% | -8.0% |
| YTD | +66.0% | -26.2% | +92.2% | +75.5% |
| 1Y | +17.2% | +23.0% | -5.7% | +10.8% |
| 3Y | +247.2% | +81.8% | +165.5% | +164.3% |
| All | +185.4% | +65.8% | +119.6% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling