+749.2%
COST vs ARWR
+1,009.4%
-260.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.7% |
| 7D | +2.5% | -17.9% | +20.4% | +3.5% |
| 30D | +14.6% | -18.9% | +33.5% | +15.7% |
| 3M | +15.2% | -46.0% | +61.2% | +18.6% |
| 6M | +7.2% | -40.3% | +47.6% | +9.6% |
| YTD | +27.4% | -29.0% | +56.4% | +28.6% |
| 1Y | +20.2% | +13.8% | +6.4% | +17.9% |
| 3Y | +96.9% | +74.9% | +22.0% | +83.0% |
| 5Y | +122.8% | -36.2% | +159.1% | +114.4% |
| All | +749.2% | +1,009.4% | -260.2% | +624.9% |
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