+131.6%
ARMK vs ARWR
+1,021.8%
-890.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +2.8% | -19.9% | +22.7% | +5.3% |
| 30D | -1.8% | -18.7% | +17.0% | +0.4% |
| 3M | -10.9% | -44.7% | +33.8% | -4.8% |
| 6M | +21.2% | -36.5% | +57.7% | +26.7% |
| YTD | +47.0% | -25.7% | +72.7% | +49.7% |
| 1Y | +42.9% | +18.9% | +23.9% | +36.0% |
| 3Y | +95.0% | +83.1% | +11.9% | +65.1% |
| 5Y | +106.2% | -34.9% | +141.1% | +91.9% |
| 10Y | +131.6% | +1,080.9% | -949.2% | +66.0% |
| All | +131.6% | +1,021.8% | -890.2% | +66.0% |
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