+5.0%
B vs ARWR
-25.6%
+30.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +2.4% |
| 7D | +4.3% | -5.0% | +9.3% | +5.7% |
| 30D | -0.9% | -6.6% | +5.7% | +0.8% |
| 3M | -1.4% | -33.9% | +32.5% | +10.1% |
| 6M | +5.0% | -23.3% | +28.3% | +8.9% |
| All | +5.0% | -25.6% | +30.6% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling