+302.2%
ARMK vs ARWR
+1,027.2%
-725.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 6M | +38.8% | +32.6% | +6.2% | +33.9% |
| YTD | +55.2% | +30.0% | +25.1% | +49.6% |
| 1Y | +46.6% | +208.4% | -161.7% | +27.9% |
| 3Y | +112.9% | +208.8% | -95.9% | +76.9% |
| 5Y | +144.0% | +27.8% | +116.2% | +114.9% |
| 10Y | +132.4% | +1,107.6% | -975.1% | +65.5% |
| All | +302.2% | +1,027.2% | -725.0% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling