-9.0%
AUR vs ARWR
+59.7%
-68.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.6% |
| 7D | -19.8% | +2.4% | -22.2% | -20.5% |
| 30D | -29.0% | -1.1% | -27.9% | -28.8% |
| 3M | -43.6% | -31.2% | -12.4% | -36.8% |
| 6M | -36.6% | -19.3% | -17.4% | -33.3% |
| YTD | +6.3% | -7.1% | +13.4% | +5.1% |
| 1Y | -9.0% | +62.9% | -71.9% | -22.4% |
| All | -9.0% | +59.7% | -68.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling