+20.1%
COMP vs ARWR
+59.7%
-39.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.2% | +7.0% |
| 7D | +9.5% | +2.4% | +7.1% | +9.0% |
| 30D | +8.1% | -1.1% | +9.2% | +8.3% |
| 3M | -16.3% | -31.2% | +14.9% | -10.5% |
| 6M | +42.2% | -19.3% | +61.5% | +46.4% |
| YTD | -5.0% | -7.1% | +2.1% | -6.2% |
| 1Y | +20.1% | +62.9% | -42.8% | +10.8% |
| All | +20.1% | +59.7% | -39.6% | +10.8% |
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 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