-21.9%
AS vs ARWR
+208.4%
-230.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -4.9% | +1.7% | -6.6% | -5.1% |
| 30D | -19.6% | -0.7% | -18.9% | -19.6% |
| 3M | -14.4% | +14.9% | -29.3% | -16.5% |
| 6M | -20.1% | +32.6% | -52.8% | -24.4% |
| YTD | -20.9% | +30.0% | -51.0% | -25.1% |
| 1Y | -21.9% | +208.4% | -230.2% | -26.6% |
| All | -21.9% | +208.4% | -230.2% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling