+223.5%
C vs ARWR
+906.2%
-682.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | -6.0% | -5.4% | -0.6% | -5.4% |
| 3M | -10.5% | -32.2% | +21.7% | -6.7% |
| 6M | -5.7% | -26.5% | +20.8% | -3.0% |
| YTD | +4.1% | -12.4% | +16.5% | +4.5% |
| 1Y | +20.5% | +46.9% | -26.4% | +13.3% |
| 3Y | +208.1% | +116.0% | +92.1% | +163.3% |
| 5Y | +110.4% | -28.0% | +138.4% | +94.8% |
| All | +223.5% | +906.2% | -682.7% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling