+11.7%
D vs ARWR
-34.9%
+46.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -1.4% | -17.8% | +16.5% | -0.4% |
| 30D | +7.7% | -18.1% | +25.9% | +8.7% |
| 3M | -0.3% | -44.2% | +43.9% | +2.5% |
| 6M | +10.1% | -38.6% | +48.7% | +12.4% |
| YTD | +19.1% | -28.0% | +47.1% | +20.2% |
| 1Y | +15.9% | +16.1% | -0.2% | +13.4% |
| 3Y | +75.0% | +84.0% | -9.0% | +60.8% |
| All | +11.7% | -34.9% | +46.6% | +2.6% |
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 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