+158.7%
CI vs ARWR
+906.2%
-747.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | +5.4% | -5.4% | +10.8% | +5.7% |
| 3M | +7.3% | -32.2% | +39.5% | +9.7% |
| 6M | +5.3% | -26.5% | +31.8% | +6.8% |
| YTD | +8.5% | -12.4% | +20.9% | +8.4% |
| 1Y | +17.1% | +46.9% | -29.8% | +12.8% |
| 3Y | +1.4% | +116.0% | -114.6% | -8.2% |
| 5Y | +50.5% | -28.0% | +78.4% | +44.5% |
| All | +158.7% | +906.2% | -747.5% | +104.7% |
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