+2.9%
AWK vs ARWR
+201.3%
-198.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | +0.6% | -3.2% | +3.8% | +0.6% |
| 30D | +4.3% | -6.5% | +10.7% | +4.3% |
| 3M | +12.5% | +12.7% | -0.1% | +12.6% |
| 6M | +3.3% | +36.2% | -32.9% | +3.2% |
| YTD | +9.8% | +24.5% | -14.7% | +9.8% |
| 1Y | +2.9% | +198.0% | -195.1% | +0.8% |
| All | +2.9% | +201.3% | -198.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling