+969.7%
AWK vs ARWR
+200.8%
+768.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.7% | +1.7% | +0.1% | +1.7% |
| 30D | +5.6% | -0.7% | +6.2% | +5.6% |
| 3M | +15.9% | +14.9% | +1.0% | +15.3% |
| 6M | +4.6% | +32.6% | -28.1% | +3.6% |
| YTD | +10.1% | +30.0% | -20.0% | +9.1% |
| 1Y | +2.1% | +208.4% | -206.3% | -1.3% |
| 3Y | +9.8% | +208.8% | -199.0% | +5.1% |
| 5Y | -15.4% | +27.8% | -43.2% | -18.1% |
| 10Y | +129.4% | +1,107.6% | -978.2% | +109.5% |
| All | +969.7% | +200.8% | +768.8% | +944.6% |
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 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