+604.2%
COST vs ARWR
+1,080.6%
-476.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.3% |
| 30D | -4.4% | -7.3% | +2.8% | -4.1% |
| 3M | -8.1% | +17.0% | -25.1% | -9.0% |
| 6M | -9.2% | +39.8% | -49.0% | -11.2% |
| YTD | +5.1% | +24.7% | -19.6% | +3.3% |
| 1Y | -5.1% | +186.5% | -191.6% | -11.3% |
| 3Y | +70.4% | +176.8% | -106.4% | +55.3% |
| 5Y | +104.7% | +29.3% | +75.4% | +90.6% |
| All | +604.2% | +1,080.6% | -476.4% | +489.7% |
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