+113.6%
C vs ARWR
-34.9%
+148.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +4.2% | -17.8% | +22.0% | +6.7% |
| 30D | +2.0% | -18.1% | +20.1% | +4.5% |
| 3M | -10.1% | -44.2% | +34.1% | -3.2% |
| 6M | +1.0% | -38.6% | +39.6% | +6.8% |
| YTD | +8.5% | -28.0% | +36.5% | +11.5% |
| 1Y | +25.7% | +16.1% | +9.6% | +20.0% |
| 3Y | +216.0% | +84.0% | +132.0% | +160.9% |
| All | +113.6% | -34.9% | +148.5% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling