+13.5%
D vs ARWR
-36.3%
+49.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.4% | -19.9% | +17.5% | -1.4% |
| 30D | +9.0% | -18.7% | +27.7% | +10.0% |
| 3M | +1.0% | -44.7% | +45.6% | +3.8% |
| 6M | +11.0% | -36.5% | +47.5% | +13.1% |
| YTD | +19.8% | -25.7% | +45.4% | +20.7% |
| 1Y | +16.0% | +18.9% | -3.0% | +13.4% |
| 3Y | +74.4% | +83.1% | -8.7% | +60.6% |
| 5Y | +13.5% | -34.9% | +48.4% | +4.1% |
| All | +13.5% | -36.3% | +49.8% | +4.1% |
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