+94.8%
AUR vs ARWR
+173.9%
-79.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +1.4% | -4.0% | +5.5% | +3.0% |
| 30D | -6.4% | -5.0% | -1.4% | -4.5% |
| 3M | +7.7% | +11.3% | -3.6% | +2.4% |
| 6M | +44.5% | +42.6% | +1.9% | +24.0% |
| YTD | +67.4% | +24.8% | +42.7% | +49.9% |
| 1Y | +15.4% | +178.8% | -163.3% | -26.8% |
| 3Y | +94.8% | +183.3% | -88.5% | -6.5% |
| All | +94.8% | +173.9% | -79.0% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling