+981.0%
ARWR vs SPY
+307.0%
+674.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | -17.8% | +2.6% | -20.4% | -21.6% |
| 30D | -18.1% | -2.0% | -16.2% | -16.1% |
| 3M | -44.2% | -2.8% | -41.4% | -41.9% |
| 6M | -38.6% | +2.1% | -40.8% | -41.0% |
| YTD | -28.0% | +11.5% | -39.5% | -39.3% |
| 1Y | +16.1% | +13.5% | +2.7% | -4.3% |
| 3Y | +84.0% | +77.7% | +6.3% | -20.7% |
| 5Y | -35.4% | +72.6% | -108.0% | -69.8% |
| All | +981.0% | +307.0% | +674.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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