+285.8%
C vs ARWR
-98.0%
+383.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.8% | +1.8% | -5.0% |
| 7D | -5.3% | -5.0% | -0.3% | -5.3% |
| 30D | -7.3% | -6.6% | -0.7% | -7.3% |
| 3M | -13.5% | -33.9% | +20.4% | -13.2% |
| 6M | -6.5% | -23.3% | +16.8% | -6.3% |
| YTD | +3.6% | -13.5% | +17.1% | +3.7% |
| 1Y | +18.9% | +42.5% | -23.7% | +18.5% |
| 3Y | +205.0% | +104.1% | +100.8% | +202.2% |
| 5Y | +109.4% | -28.8% | +138.2% | +108.5% |
| 10Y | +232.9% | +911.6% | -678.7% | +225.0% |
| All | +285.8% | -98.0% | +383.9% | +274.1% |
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 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