+35.4%
DD vs ARWR
+59.7%
-24.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.3% | -2.1% |
| 7D | +8.7% | +2.4% | +6.3% | +8.4% |
| 30D | +15.3% | -1.1% | +16.5% | +15.4% |
| 3M | +5.9% | -31.2% | +37.1% | +9.9% |
| 6M | +11.6% | -19.3% | +30.9% | +13.1% |
| YTD | +26.5% | -7.1% | +33.7% | +24.8% |
| 1Y | +35.4% | +62.9% | -27.5% | +25.3% |
| All | +35.4% | +59.7% | -24.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling