-46.5%
COMP vs ARWR
-26.8%
-19.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.3% | +21.0% | +10.7% |
| 7D | +14.5% | -17.3% | +31.9% | +21.2% |
| 30D | +14.9% | -21.5% | +36.4% | +23.7% |
| 3M | -14.2% | -43.8% | +29.6% | +2.6% |
| 6M | +23.7% | -32.3% | +56.0% | +36.3% |
| YTD | +2.1% | -25.8% | +27.9% | +7.8% |
| 1Y | +26.2% | +25.5% | +0.7% | +7.9% |
| 3Y | +470.9% | +84.1% | +386.8% | +263.6% |
| 5Y | -14.0% | -39.2% | +25.2% | -27.6% |
| All | -46.5% | -26.8% | -19.7% | -59.5% |
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