+16,985.7%
COST vs ARWR
-98.4%
+17,084.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.4% |
| 7D | +2.5% | -17.9% | +20.4% | +2.5% |
| 30D | +14.6% | -18.9% | +33.5% | +14.6% |
| 3M | +15.2% | -46.0% | +61.2% | +15.3% |
| 6M | +7.2% | -40.3% | +47.6% | +7.3% |
| YTD | +27.4% | -29.0% | +56.4% | +27.5% |
| 1Y | +20.2% | +13.8% | +6.4% | +20.1% |
| 3Y | +96.9% | +74.9% | +22.0% | +96.3% |
| 5Y | +122.8% | -36.2% | +159.1% | +122.5% |
| 10Y | +764.3% | +1,028.0% | -263.7% | +759.5% |
| All | +16,985.7% | -98.4% | +17,084.0% | +17,764.6% |
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