+1,261.7%
D vs ARWR
-98.0%
+1,359.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.0% |
| 30D | +11.5% | -5.4% | +16.9% | +11.5% |
| 3M | +3.7% | -32.2% | +36.0% | +3.8% |
| 6M | +13.5% | -26.5% | +40.1% | +13.6% |
| YTD | +20.7% | -12.4% | +33.1% | +20.7% |
| 1Y | +18.2% | +46.9% | -28.6% | +18.0% |
| 3Y | +73.3% | +116.0% | -42.7% | +72.6% |
| 5Y | +12.3% | -28.0% | +40.2% | +12.0% |
| 10Y | +43.4% | +923.9% | -880.5% | +41.7% |
| All | +1,261.7% | -98.0% | +1,359.7% | +1,142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling