+166.1%
B vs ARWR
+105.6%
+60.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +9.6% | -2.9% | +12.5% | +10.0% |
| 30D | +3.5% | -5.4% | +8.9% | +4.1% |
| 3M | -1.6% | -32.2% | +30.7% | +2.7% |
| 6M | -1.7% | -26.5% | +24.8% | +1.3% |
| YTD | -5.3% | -12.4% | +7.1% | -4.5% |
| 1Y | +27.2% | +46.9% | -19.7% | +21.9% |
| 3Y | +166.1% | +116.0% | +50.1% | +144.3% |
| All | +166.1% | +105.6% | +60.5% | +144.3% |
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