+668.3%
AU vs ARWR
+1,080.6%
-412.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.3% |
| 7D | -7.0% | -4.3% | -2.7% | -6.7% |
| 30D | +7.3% | -7.3% | +14.5% | +7.8% |
| 3M | +33.2% | +17.0% | +16.2% | +31.8% |
| 6M | -0.6% | +39.8% | -40.4% | -2.7% |
| YTD | +26.2% | +24.7% | +1.5% | +24.1% |
| 1Y | +68.3% | +186.5% | -118.2% | +58.0% |
| 3Y | +592.1% | +176.8% | +415.3% | +536.4% |
| 5Y | +685.3% | +29.3% | +655.9% | +631.6% |
| All | +668.3% | +1,080.6% | -412.3% | +553.7% |
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