+29.4%
B vs ARWR
+59.7%
-30.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.8% | +7.5% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | +5.4% | -31.2% | +36.6% | +13.8% |
| 6M | +5.5% | -19.3% | +24.8% | +9.0% |
| YTD | -6.3% | -7.1% | +0.8% | -6.6% |
| 1Y | +29.4% | +62.9% | -33.5% | +17.0% |
| All | +29.4% | +59.7% | -30.4% | +17.0% |
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