-50.2%
COMP vs ARWR
-29.9%
-20.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -0.7% |
| 7D | +8.9% | -17.9% | +26.8% | +15.3% |
| 30D | +14.0% | -18.9% | +32.9% | +21.3% |
| 3M | -21.1% | -46.0% | +24.8% | -4.5% |
| 6M | +20.1% | -40.3% | +60.4% | +38.3% |
| YTD | -5.0% | -29.0% | +24.0% | +1.7% |
| 1Y | +5.7% | +13.8% | -8.1% | -6.6% |
| 3Y | +412.2% | +74.9% | +337.4% | +232.2% |
| 5Y | -12.1% | -36.2% | +24.1% | -26.2% |
| All | -50.2% | -29.9% | -20.3% | -61.8% |
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 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