-36.6%
AUR vs ARWR
+30.9%
-67.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +8.7% | +1.7% | +7.1% | +8.1% |
| 30D | -5.2% | -0.7% | -4.6% | -4.9% |
| 3M | -7.3% | +14.9% | -22.2% | -13.1% |
| 6M | +41.2% | +32.6% | +8.6% | +24.2% |
| YTD | +65.1% | +30.0% | +35.1% | +45.2% |
| 1Y | +13.4% | +208.4% | -194.9% | -31.6% |
| 3Y | +98.1% | +208.8% | -110.7% | +5.0% |
| 5Y | -36.0% | +27.8% | -63.8% | -57.2% |
| All | -36.6% | +30.9% | -67.5% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling