-57.0%
AUR vs ARWR
-34.9%
-22.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.8% |
| 7D | -4.5% | -17.8% | +13.3% | +2.6% |
| 30D | -16.6% | -18.1% | +1.5% | -10.4% |
| 3M | -38.5% | -44.2% | +5.7% | -22.7% |
| 6M | -49.9% | -38.6% | -11.2% | -40.6% |
| YTD | +9.6% | -28.0% | +37.7% | +20.0% |
| 1Y | +1.2% | +16.1% | -14.9% | -12.2% |
| 3Y | +128.8% | +84.0% | +44.8% | +38.3% |
| All | -57.0% | -34.9% | -22.1% | -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 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