+142.2%
CI vs ARWR
+921.6%
-779.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.3% | +16.0% | +1.7% |
| 7D | +0.1% | -17.3% | +17.5% | +1.3% |
| 30D | +4.7% | -21.5% | +26.2% | +6.2% |
| 3M | +5.2% | -43.8% | +49.0% | +9.0% |
| 6M | +3.8% | -32.3% | +36.0% | +5.8% |
| YTD | +9.2% | -25.8% | +35.1% | +10.3% |
| 1Y | +14.3% | +25.5% | -11.3% | +10.7% |
| 3Y | +8.4% | +84.1% | -75.7% | -1.6% |
| 5Y | +50.0% | -39.2% | +89.3% | +45.3% |
| 10Y | +142.2% | +1,072.4% | -930.2% | +82.6% |
| All | +142.2% | +921.6% | -779.4% | +82.6% |
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