-29.9%
COMP vs ARWR
+28.5%
-58.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.5% |
| 6M | +17.2% | +32.6% | -15.5% | +4.0% |
| YTD | +5.2% | +30.0% | -24.8% | -7.2% |
| 1Y | +18.9% | +208.4% | -189.4% | -27.2% |
| 3Y | +215.9% | +208.8% | +7.1% | +65.5% |
| All | -29.9% | +28.5% | -58.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling