+129.4%
ARMK vs ARWR
+921.6%
-792.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.3% | +19.5% | +6.0% |
| 7D | +0.9% | -17.3% | +18.3% | +3.0% |
| 30D | -0.4% | -21.5% | +21.2% | +2.3% |
| 3M | -2.0% | -43.8% | +41.9% | +4.5% |
| 6M | +22.0% | -32.3% | +54.2% | +26.4% |
| YTD | +49.6% | -25.8% | +75.4% | +52.4% |
| 1Y | +46.4% | +25.5% | +20.8% | +38.3% |
| 3Y | +103.2% | +84.1% | +19.1% | +72.0% |
| 5Y | +108.1% | -39.2% | +147.4% | +95.4% |
| 10Y | +129.4% | +1,072.4% | -943.0% | +64.5% |
| All | +129.4% | +921.6% | -792.1% | +64.5% |
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