+64.7%
D vs ARWR
+197.7%
-133.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.5% | +1.7% | -0.2% | +1.4% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | 0.0% | +14.9% | -14.9% | -0.7% |
| 6M | +7.4% | +32.6% | -25.3% | +5.6% |
| YTD | +15.9% | +30.0% | -14.2% | +13.9% |
| 1Y | +18.1% | +208.4% | -190.2% | +10.0% |
| All | +64.7% | +197.7% | -133.0% | +42.6% |
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 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