+48.4%
D vs ARWR
+1,021.8%
-973.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.4% | -19.9% | +17.5% | -1.7% |
| 30D | +9.0% | -18.7% | +27.7% | +9.7% |
| 3M | +1.0% | -44.7% | +45.6% | +3.0% |
| 6M | +11.0% | -36.5% | +47.5% | +12.5% |
| YTD | +19.8% | -25.7% | +45.4% | +20.5% |
| 1Y | +16.0% | +18.9% | -3.0% | +14.3% |
| 3Y | +74.4% | +83.1% | -8.7% | +65.9% |
| 5Y | +13.5% | -34.9% | +48.4% | +10.0% |
| 10Y | +48.4% | +1,080.9% | -1,032.5% | +35.6% |
| All | +48.4% | +1,021.8% | -973.5% | +35.6% |
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 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