+178.7%
CAPR vs ARWR
-34.9%
+213.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.7% |
| 7D | +5.9% | -17.8% | +23.7% | +16.1% |
| 30D | +44.6% | -18.1% | +62.8% | +59.0% |
| 3M | +126.4% | -44.2% | +170.5% | +208.8% |
| 6M | -68.6% | -38.6% | -29.9% | -60.6% |
| YTD | -67.0% | -28.0% | -38.9% | -62.9% |
| 1Y | +65.2% | +16.1% | +49.0% | +58.6% |
| 3Y | +235.6% | +84.0% | +151.6% | +150.7% |
| All | +178.7% | -34.9% | +213.5% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling