+788.4%
AU vs ARWR
+165.7%
+622.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -3.6% | +1.7% | -5.3% | -3.6% |
| 30D | +23.9% | -0.7% | +24.5% | +23.9% |
| 3M | +19.1% | +14.9% | +4.2% | +19.0% |
| 6M | -0.2% | +32.6% | -32.8% | -0.2% |
| YTD | +32.5% | +30.0% | +2.4% | +32.4% |
| 1Y | +96.9% | +208.4% | -111.4% | +96.5% |
| 3Y | +614.7% | +208.8% | +405.9% | +612.8% |
| 5Y | +647.7% | +27.8% | +619.9% | +645.8% |
| 10Y | +679.2% | +1,107.6% | -428.3% | +678.4% |
| All | +788.4% | +165.7% | +622.7% | +869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling