+84.1%
ARWR vs CASY
+155.2%
-71.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +0.7% | -16.0% | -15.5% |
| 7D | -17.3% | +3.6% | -20.9% | -18.2% |
| 30D | -21.5% | +7.2% | -28.7% | -23.2% |
| 3M | -43.8% | -16.9% | -26.9% | -41.4% |
| 6M | -32.3% | -19.3% | -12.9% | -28.9% |
| YTD | -25.8% | +25.6% | -51.5% | -34.7% |
| 1Y | +25.5% | +30.2% | -4.6% | +8.4% |
| 3Y | +84.1% | +154.9% | -70.7% | +12.3% |
| All | +84.1% | +155.2% | -71.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling