+32.2%
AWK vs ARWR
+79.8%
-47.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +0.1% | -17.8% | +18.0% | +0.4% |
| 30D | +14.3% | -18.1% | +32.4% | +14.6% |
| 3M | +10.3% | -44.2% | +54.5% | +11.3% |
| 6M | +18.9% | -38.6% | +57.6% | +19.8% |
| YTD | +17.7% | -28.0% | +45.7% | +18.1% |
| 1Y | +16.9% | +16.1% | +0.7% | +15.9% |
| 3Y | +32.2% | +84.0% | -51.8% | +30.6% |
| All | +32.2% | +79.8% | -47.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling