+144.5%
ARMK vs ARWR
+28.5%
+116.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | 0.0% | -0.7% | +0.7% | +0.1% |
| 3M | +6.7% | +14.9% | -8.2% | +4.7% |
| 6M | +38.8% | +32.6% | +6.2% | +33.8% |
| YTD | +55.2% | +30.0% | +25.1% | +49.4% |
| 1Y | +46.6% | +208.4% | -161.7% | +26.4% |
| 3Y | +112.9% | +208.8% | -95.9% | +72.2% |
| All | +144.5% | +28.5% | +116.0% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling