+16.0%
D vs ARWR
+25.1%
-9.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.4% | -19.9% | +17.5% | -2.1% |
| 30D | +9.0% | -18.7% | +27.7% | +9.3% |
| 3M | +1.0% | -44.7% | +45.6% | +1.7% |
| 6M | +11.0% | -36.5% | +47.5% | +11.9% |
| YTD | +19.8% | -25.7% | +45.4% | +20.3% |
| 1Y | +16.0% | +18.9% | -3.0% | +14.6% |
| All | +16.0% | +25.1% | -9.2% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling