+208.8%
C vs ARWR
+1,055.7%
-846.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.4% | -17.7% | +17.3% | +1.7% |
| 30D | -5.2% | -21.9% | +16.7% | -2.6% |
| 3M | -9.1% | -44.5% | +35.4% | -3.0% |
| 6M | -1.6% | -32.6% | +31.0% | +2.1% |
| YTD | +6.9% | -26.2% | +33.1% | +9.3% |
| 1Y | +23.0% | +23.0% | 0.0% | +17.6% |
| 3Y | +216.1% | +81.8% | +134.4% | +173.5% |
| 5Y | +112.2% | -36.0% | +148.3% | +98.6% |
| 10Y | +208.8% | +1,039.5% | -830.8% | +131.3% |
| All | +208.8% | +1,055.7% | -846.9% | +131.3% |
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