+700.5%
AU vs ARWR
+25.7%
+674.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +1.0% |
| 7D | +0.6% | -3.2% | +3.9% | +1.0% |
| 30D | +12.3% | -6.5% | +18.8% | +13.1% |
| 3M | +29.4% | +12.7% | +16.7% | +27.6% |
| 6M | +3.2% | +36.2% | -33.0% | -0.1% |
| YTD | +31.8% | +24.5% | +7.3% | +28.3% |
| 1Y | +83.4% | +198.0% | -114.6% | +65.4% |
| 3Y | +623.1% | +176.4% | +446.7% | +532.9% |
| 5Y | +700.5% | +26.6% | +673.9% | +564.4% |
| All | +700.5% | +25.7% | +674.8% | +564.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling