+133.7%
AS vs ARWR
+78.2%
+55.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -1.0% |
| 7D | +7.1% | -5.0% | +12.1% | +8.1% |
| 30D | +12.8% | -6.6% | +19.5% | +14.2% |
| 3M | -14.7% | -33.9% | +19.2% | -8.2% |
| 6M | -9.9% | -23.3% | +13.4% | -6.7% |
| YTD | -16.1% | -13.5% | -2.7% | -15.7% |
| 1Y | +0.2% | +42.5% | -42.4% | -9.6% |
| All | +133.7% | +78.2% | +55.6% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling