+15.2%
D vs ARWR
-28.9%
+44.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | +3.0% | -2.9% | +5.9% | +3.1% |
| 30D | +11.5% | -5.4% | +16.9% | +11.8% |
| 3M | +3.7% | -32.2% | +36.0% | +5.6% |
| 6M | +13.5% | -26.5% | +40.1% | +14.9% |
| YTD | +20.7% | -12.4% | +33.1% | +20.7% |
| 1Y | +18.2% | +46.9% | -28.6% | +14.4% |
| 3Y | +73.3% | +116.0% | -42.7% | +58.6% |
| All | +15.2% | -28.9% | +44.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling