-49.1%
COMP vs ARWR
-26.6%
-22.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +2.2% | -19.9% | +22.1% | +9.2% |
| 30D | +16.3% | -18.7% | +35.0% | +23.7% |
| 3M | -19.1% | -44.7% | +25.5% | -2.8% |
| 6M | +17.1% | -36.5% | +53.6% | +32.1% |
| YTD | -2.9% | -25.7% | +22.7% | +2.4% |
| 1Y | +8.8% | +18.9% | -10.1% | -5.2% |
| 3Y | +423.5% | +83.1% | +340.4% | +234.4% |
| 5Y | -10.5% | -34.9% | +24.4% | -25.6% |
| All | -49.1% | -26.6% | -22.5% | -61.5% |
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