-36.1%
AUR vs ARWR
+26.4%
-62.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.2% | -4.3% | +4.5% | +2.0% |
| 30D | -8.9% | -7.3% | -1.7% | -6.0% |
| 3M | +4.6% | +17.0% | -12.4% | -3.2% |
| 6M | +44.9% | +39.8% | +5.1% | +23.8% |
| YTD | +64.8% | +24.7% | +40.2% | +46.3% |
| 1Y | +16.4% | +186.5% | -170.1% | -29.7% |
| 3Y | +85.1% | +176.8% | -91.7% | -1.8% |
| 5Y | -36.1% | +29.3% | -65.5% | -53.5% |
| All | -36.1% | +26.4% | -62.5% | -53.5% |
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 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