+77.5%
CAPR vs ARWR
+15.8%
+61.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.5% | -4.3% | -2.2% |
| 7D | +19.1% | -17.9% | +37.0% | +50.7% |
| 30D | +48.8% | -18.9% | +67.7% | +90.3% |
| 3M | +144.4% | -46.0% | +190.4% | +491.6% |
| 6M | -67.5% | -40.3% | -27.2% | -46.6% |
| YTD | -64.5% | -29.0% | -35.5% | -74.1% |
| All | +77.5% | +15.8% | +61.7% | -91.3% |
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 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