-69.4%
CAPR vs ARWR
+1,024.2%
-1,093.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.3% |
| 7D | +5.9% | -17.8% | +23.7% | +11.4% |
| 30D | +44.6% | -18.1% | +62.8% | +52.5% |
| 3M | +126.4% | -44.2% | +170.5% | +168.6% |
| 6M | -68.6% | -38.6% | -29.9% | -64.2% |
| YTD | -67.0% | -28.0% | -38.9% | -64.4% |
| 1Y | +65.2% | +16.1% | +49.0% | +62.2% |
| 3Y | +235.6% | +84.0% | +151.6% | +185.9% |
| 5Y | +175.4% | -35.4% | +210.8% | +166.1% |
| All | -69.4% | +1,024.2% | -1,093.6% | -80.3% |
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