+16,577.8%
COST vs ARWR
-98.3%
+16,676.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +4.6% | -17.7% | +22.3% | +4.6% |
| 30D | +12.8% | -21.9% | +34.7% | +12.8% |
| 3M | +12.1% | -44.5% | +56.6% | +12.2% |
| 6M | +6.0% | -32.6% | +38.6% | +6.1% |
| YTD | +24.4% | -26.2% | +50.6% | +24.4% |
| 1Y | +17.1% | +23.0% | -5.8% | +17.0% |
| 3Y | +92.2% | +81.8% | +10.4% | +91.6% |
| 5Y | +122.5% | -36.0% | +158.5% | +122.2% |
| 10Y | +758.9% | +1,039.5% | -280.6% | +754.1% |
| All | +16,577.8% | -98.3% | +16,676.2% | +17,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling