+114.1%
AS vs ARWR
+163.9%
-49.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.6% |
| 7D | -2.6% | +2.9% | -5.5% | -3.2% |
| 30D | -22.1% | -2.9% | -19.2% | -21.8% |
| 3M | -15.3% | +15.2% | -30.6% | -18.2% |
| 6M | -15.6% | +42.3% | -57.8% | -22.2% |
| YTD | -23.2% | +28.2% | -51.4% | -28.0% |
| 1Y | -21.7% | +213.2% | -234.9% | -39.8% |
| All | +114.1% | +163.9% | -49.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling