-66.2%
CAPR vs ARWR
+906.2%
-972.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.4% | +4.3% |
| 7D | +41.1% | -2.9% | +44.0% | +42.4% |
| 30D | +11.1% | -5.4% | +16.5% | +13.1% |
| 3M | +115.3% | -32.2% | +147.5% | +142.5% |
| 6M | -73.8% | -26.5% | -47.3% | -71.5% |
| YTD | -68.8% | -12.4% | -56.4% | -68.1% |
| 1Y | +43.3% | +46.9% | -3.6% | +32.8% |
| 3Y | +214.7% | +116.0% | +98.7% | +156.3% |
| 5Y | +141.3% | -28.0% | +169.2% | +124.6% |
| All | -66.2% | +906.2% | -972.4% | -79.2% |
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