+7.6%
COMP vs ARWR
+17.3%
-9.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | 0.0% | -17.8% | +17.8% | +3.0% |
| 30D | +16.6% | -18.1% | +34.7% | +20.3% |
| 3M | -23.5% | -44.2% | +20.7% | -15.8% |
| 6M | +25.7% | -38.6% | +64.4% | +35.2% |
| YTD | -3.4% | -28.0% | +24.6% | -0.5% |
| 1Y | +7.6% | +16.1% | -8.6% | +6.1% |
| All | +7.6% | +17.3% | -9.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling