+36.9%
DD vs ARWR
+200.0%
-163.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | -7.4% | -2.9% | -4.5% | -7.2% |
| 3M | -6.4% | +15.2% | -21.7% | -8.0% |
| 6M | -2.5% | +42.3% | -44.8% | -6.3% |
| YTD | +10.2% | +28.2% | -18.0% | +6.3% |
| 1Y | +36.9% | +213.2% | -176.3% | +18.2% |
| All | +36.9% | +200.0% | -163.1% | +18.2% |
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