-98.4%
ARWR vs SPY
+2,811.4%
-2,909.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | -17.9% | +3.3% | -21.2% | -20.1% |
| 30D | -18.9% | -2.7% | -16.2% | -17.4% |
| 3M | -46.0% | -1.7% | -44.2% | -45.3% |
| 6M | -40.3% | +3.1% | -43.4% | -41.6% |
| YTD | -29.0% | +11.9% | -40.9% | -34.2% |
| 1Y | +13.8% | +12.0% | +1.8% | +5.6% |
| 3Y | +74.9% | +78.2% | -3.3% | +21.7% |
| 5Y | -36.2% | +73.2% | -109.5% | -53.4% |
| 10Y | +1,028.0% | +309.6% | +718.3% | +459.8% |
| All | -98.4% | +2,811.4% | -2,909.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling