-97.9%
CAPR vs ARWR
+118.0%
-215.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | +139.2% | -0.7% | +139.8% | +139.7% |
| 3M | -66.4% | +14.9% | -81.2% | -67.1% |
| 6M | -63.1% | +32.6% | -95.8% | -64.7% |
| YTD | -67.4% | +30.0% | -97.5% | -68.8% |
| 1Y | +58.2% | +208.4% | -150.1% | +39.6% |
| 3Y | +42.2% | +208.8% | -166.6% | +23.1% |
| 5Y | +87.3% | +27.8% | +59.4% | +70.0% |
| 10Y | -75.3% | +1,107.6% | -1,182.8% | -80.8% |
| All | -97.9% | +118.0% | -215.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling