+228.9%
ARM vs ARWR
+105.6%
+123.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -33.7% |
| 6M | -26.4% | -26.5% | +0.1% | -21.7% |
| YTD | +59.7% | -12.4% | +72.1% | +63.4% |
| 1Y | +10.3% | +46.9% | -36.5% | +1.1% |
| 3Y | +228.9% | +116.0% | +112.9% | +148.8% |
| All | +228.9% | +105.6% | +123.3% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling