+296.4%
ARM vs ARWR
+192.2%
+104.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +5.5% | +1.7% | +3.8% | +5.0% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -35.9% | +14.9% | -50.8% | -38.0% |
| 6M | +103.1% | +32.6% | +70.5% | +90.4% |
| YTD | +130.6% | +30.0% | +100.6% | +116.0% |
| 1Y | +86.1% | +208.4% | -122.3% | +44.7% |
| All | +296.4% | +192.2% | +104.2% | +166.2% |
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