+105.5%
B vs ARWR
-34.9%
+140.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -7.3% | -17.8% | +10.5% | -5.7% |
| 30D | -3.3% | -18.1% | +14.8% | -1.6% |
| 3M | -7.8% | -44.2% | +36.4% | -2.6% |
| 6M | -15.5% | -38.6% | +23.1% | -11.9% |
| YTD | -12.3% | -28.0% | +15.8% | -10.1% |
| 1Y | +5.4% | +16.1% | -10.8% | +3.3% |
| 3Y | +165.5% | +84.0% | +81.6% | +144.2% |
| All | +105.5% | -34.9% | +140.4% | +84.4% |
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