-0.9%
AWK vs ARWR
-28.9%
+28.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +4.1% | -2.9% | +7.0% | +4.2% |
| 30D | +18.0% | -5.4% | +23.4% | +18.3% |
| 3M | +12.2% | -32.2% | +44.5% | +14.6% |
| 6M | +21.2% | -26.5% | +47.7% | +22.9% |
| YTD | +17.6% | -12.4% | +29.9% | +17.5% |
| 1Y | +19.2% | +46.9% | -27.6% | +14.6% |
| 3Y | +26.7% | +116.0% | -89.2% | +15.1% |
| All | -0.9% | -28.9% | +28.0% | -7.1% |
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