+106.2%
COST vs ARWR
+29.5%
+76.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -3.2% | +2.9% | -6.0% | -3.3% |
| 30D | -4.0% | -2.9% | -1.1% | -3.8% |
| 3M | -6.5% | +15.2% | -21.7% | -7.6% |
| 6M | -8.5% | +42.3% | -50.8% | -11.2% |
| YTD | +6.0% | +28.2% | -22.2% | +3.5% |
| 1Y | -5.8% | +213.2% | -219.0% | -14.6% |
| 3Y | +71.8% | +184.6% | -112.8% | +50.4% |
| 5Y | +106.2% | +29.2% | +77.0% | +89.8% |
| All | +106.2% | +29.5% | +76.7% | +89.8% |
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