+136.1%
AWK vs ARWR
+978.7%
-842.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +0.7% |
| 30D | +4.3% | -6.5% | +10.7% | +4.6% |
| 3M | +12.5% | +12.7% | -0.1% | +11.8% |
| 6M | +3.3% | +36.2% | -32.9% | +1.6% |
| YTD | +9.8% | +24.5% | -14.7% | +8.3% |
| 1Y | +2.9% | +198.0% | -195.1% | -2.7% |
| 3Y | +9.6% | +176.4% | -166.7% | +2.1% |
| 5Y | -16.7% | +26.6% | -43.2% | -21.2% |
| 10Y | +136.1% | +1,054.1% | -918.0% | +104.8% |
| All | +136.1% | +978.7% | -842.6% | +104.8% |
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 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