+47.2%
CAPR vs ARWR
+59.7%
-12.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +2.6% |
| 7D | +43.2% | +2.4% | +40.8% | +38.1% |
| 30D | +14.7% | -1.1% | +15.8% | +16.3% |
| 3M | +113.9% | -31.2% | +145.1% | +280.6% |
| 6M | -73.4% | -19.3% | -54.1% | -71.6% |
| YTD | -69.1% | -7.1% | -62.0% | -83.6% |
| 1Y | +47.2% | +62.9% | -15.7% | -98.0% |
| All | +47.2% | +59.7% | -12.5% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling