+121.8%
B vs ARWR
-98.0%
+219.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.5% |
| 7D | +4.3% | -5.0% | +9.3% | +4.3% |
| 30D | -0.9% | -6.6% | +5.7% | -0.9% |
| 3M | -1.4% | -33.9% | +32.5% | -1.2% |
| 6M | +5.0% | -23.3% | +28.3% | +5.1% |
| YTD | -5.8% | -13.5% | +7.6% | -5.8% |
| 1Y | +25.6% | +42.5% | -16.9% | +25.5% |
| 3Y | +161.6% | +104.1% | +57.5% | +160.9% |
| 5Y | +135.2% | -28.8% | +164.0% | +134.8% |
| 10Y | +170.7% | +911.6% | -740.9% | +168.8% |
| All | +121.8% | -98.0% | +219.9% | +121.0% |
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