-34.9%
ARWR vs SPY
+74.6%
-109.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -1.4% |
| 7D | -19.9% | -0.9% | -19.0% | -19.3% |
| 30D | -18.7% | -2.4% | -16.4% | -16.0% |
| 3M | -44.7% | -1.2% | -43.5% | -43.9% |
| 6M | -36.5% | +3.3% | -39.8% | -40.2% |
| YTD | -25.7% | +12.3% | -37.9% | -38.9% |
| 1Y | +18.9% | +12.4% | +6.5% | -2.2% |
| 3Y | +83.1% | +78.8% | +4.3% | -27.4% |
| 5Y | -34.9% | +75.2% | -110.0% | -72.2% |
| All | -34.9% | +74.6% | -109.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling