+146.1%
B vs ARWR
-97.0%
+243.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | +9.4% | -0.7% | +10.1% | +9.4% |
| 3M | +5.0% | +14.9% | -9.9% | +4.9% |
| 6M | -3.5% | +32.6% | -36.2% | -3.6% |
| YTD | +4.5% | +30.0% | -25.6% | +4.4% |
| 1Y | +67.8% | +208.4% | -140.6% | +67.3% |
| 3Y | +196.7% | +208.8% | -12.1% | +195.5% |
| 5Y | +151.9% | +27.8% | +124.1% | +151.1% |
| 10Y | +202.2% | +1,107.6% | -905.4% | +199.7% |
| All | +146.1% | -97.0% | +243.1% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling