+116.2%
B vs ARWR
-36.3%
+152.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | -19.9% | +17.3% | -0.7% |
| 30D | -4.3% | -18.7% | +14.4% | -2.6% |
| 3M | -2.3% | -44.7% | +42.4% | +3.2% |
| 6M | -16.2% | -36.5% | +20.3% | -12.9% |
| YTD | -8.8% | -25.7% | +16.8% | -6.9% |
| 1Y | +11.4% | +18.9% | -7.6% | +8.9% |
| 3Y | +174.3% | +83.1% | +91.2% | +152.4% |
| 5Y | +116.2% | -34.9% | +151.0% | +93.5% |
| All | +116.2% | -36.3% | +152.4% | +93.5% |
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