-49.3%
COMP vs ARWR
-13.5%
-35.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.2% | +9.5% | +10.3% |
| 7D | +13.4% | -2.9% | +16.3% | +14.8% |
| 30D | +11.1% | -5.4% | +16.5% | +13.3% |
| 3M | -18.8% | -32.2% | +13.4% | -8.0% |
| 6M | +10.5% | -26.5% | +37.0% | +19.6% |
| YTD | -3.4% | -12.4% | +9.0% | -2.7% |
| 1Y | +19.7% | +46.9% | -27.2% | -2.0% |
| 3Y | +381.6% | +116.0% | +265.6% | +193.7% |
| 5Y | -17.6% | -28.0% | +10.4% | -33.8% |
| All | -49.3% | -13.5% | -35.8% | -63.5% |
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