+174.6%
ARM vs ARWR
+96.8%
+77.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.5% |
| 7D | -15.2% | -2.9% | -12.3% | -14.5% |
| 30D | -40.7% | -5.4% | -35.3% | -39.8% |
| 3M | -39.1% | -32.2% | -6.9% | -33.6% |
| 6M | -26.4% | -26.5% | +0.1% | -21.6% |
| YTD | +59.7% | -12.4% | +72.1% | +63.4% |
| 1Y | +10.3% | +46.9% | -36.5% | +0.8% |
| 3Y | +228.9% | +116.0% | +112.9% | +142.3% |
| All | +174.6% | +96.8% | +77.8% | +101.3% |
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