+760.1%
COST vs ARWR
+1,024.2%
-264.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.2% |
| 7D | +5.0% | -17.8% | +22.8% | +6.0% |
| 30D | +12.8% | -18.1% | +31.0% | +13.8% |
| 3M | +15.2% | -44.2% | +59.4% | +18.4% |
| 6M | +7.4% | -38.6% | +46.1% | +9.6% |
| YTD | +29.0% | -28.0% | +57.1% | +30.2% |
| 1Y | +20.3% | +16.1% | +4.1% | +17.8% |
| 3Y | +99.0% | +84.0% | +15.0% | +84.5% |
| 5Y | +125.7% | -35.4% | +161.1% | +117.0% |
| All | +760.1% | +1,024.2% | -264.1% | +633.7% |
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