-44.8%
COMP vs ARWR
+28.4%
-73.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | +1.7% | -0.3% | +0.8% |
| 30D | -13.3% | -0.7% | -12.7% | -13.2% |
| 3M | +41.1% | +14.9% | +26.2% | +32.8% |
| 6M | +17.2% | +32.6% | -15.5% | +4.5% |
| YTD | +5.2% | +30.0% | -24.8% | -6.7% |
| 1Y | +18.9% | +208.4% | -189.4% | -25.6% |
| 3Y | +215.9% | +208.8% | +7.1% | +71.2% |
| 5Y | -31.2% | +27.8% | -59.0% | -53.4% |
| All | -44.8% | +28.4% | -73.2% | -65.0% |
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