+21.2%
ARM vs ARWR
+24.2%
-3.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -10.4% | -17.7% | +7.3% | -5.8% |
| 30D | -31.8% | -21.9% | -9.9% | -27.2% |
| 3M | -32.2% | -44.5% | +12.3% | -20.7% |
| 6M | -14.9% | -32.6% | +17.7% | -6.2% |
| YTD | +66.0% | -26.2% | +92.2% | +76.0% |
| All | +21.2% | +24.2% | -3.0% | +26.4% |
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