-36.7%
AUR vs ARWR
+25.5%
-62.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.2% | -4.3% | +4.5% | +1.9% |
| 30D | -8.9% | -7.3% | -1.7% | -6.2% |
| 3M | +4.6% | +17.0% | -12.4% | -2.7% |
| 6M | +44.9% | +39.8% | +5.1% | +24.9% |
| YTD | +64.8% | +24.7% | +40.2% | +47.4% |
| 1Y | +16.4% | +186.5% | -170.1% | -27.5% |
| 3Y | +85.1% | +176.8% | -91.7% | +2.6% |
| 5Y | -36.1% | +29.3% | -65.5% | -56.6% |
| All | -36.7% | +25.5% | -62.2% | -57.2% |
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