+73.3%
D vs ARWR
+105.6%
-32.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.1% |
| 30D | +11.5% | -5.4% | +16.9% | +11.7% |
| 3M | +3.7% | -32.2% | +36.0% | +5.3% |
| 6M | +13.5% | -26.5% | +40.1% | +14.7% |
| YTD | +20.7% | -12.4% | +33.1% | +20.8% |
| 1Y | +18.2% | +46.9% | -28.6% | +14.8% |
| 3Y | +73.3% | +116.0% | -42.7% | +57.4% |
| All | +73.3% | +105.6% | -32.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling