+272.1%
ARMK vs ARWR
+659.3%
-387.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.2% | +4.3% |
| 7D | -2.6% | -2.9% | +0.3% | -2.4% |
| 30D | -5.2% | -5.4% | +0.2% | -4.7% |
| 3M | -6.5% | -32.2% | +25.7% | -3.0% |
| 6M | +15.3% | -26.5% | +41.8% | +18.0% |
| YTD | +43.6% | -12.4% | +56.0% | +43.8% |
| 1Y | +42.1% | +46.9% | -4.8% | +33.8% |
| 3Y | +94.0% | +116.0% | -22.0% | +67.1% |
| 5Y | +96.3% | -28.0% | +124.2% | +83.1% |
| 10Y | +126.7% | +923.9% | -797.3% | +65.9% |
| All | +272.1% | +659.3% | -387.1% | +134.9% |
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