-64.7%
CAPR vs ARWR
+921.6%
-986.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.8% | +14.0% |
| 7D | +36.0% | -17.3% | +53.4% | +42.9% |
| 30D | +25.8% | -21.5% | +47.3% | +34.4% |
| 3M | +140.8% | -43.8% | +184.7% | +184.9% |
| 6M | -67.6% | -32.3% | -35.3% | -64.2% |
| YTD | -65.9% | -25.8% | -40.0% | -63.6% |
| 1Y | +66.1% | +25.5% | +40.6% | +59.9% |
| 3Y | +256.9% | +84.1% | +172.7% | +202.0% |
| 5Y | +172.1% | -39.2% | +211.3% | +163.8% |
| 10Y | -64.7% | +1,072.4% | -1,137.1% | -77.9% |
| All | -64.7% | +921.6% | -986.3% | -77.9% |
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