+61.7%
DD vs ARWR
+28.5%
+33.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | -10.3% | -0.7% | -9.7% | -10.3% |
| 3M | -7.5% | +14.9% | -22.4% | -9.7% |
| 6M | -8.0% | +32.6% | -40.6% | -12.3% |
| YTD | +10.5% | +30.0% | -19.6% | +5.3% |
| 1Y | +38.3% | +208.4% | -170.1% | +15.2% |
| 3Y | +42.5% | +208.8% | -166.3% | +9.9% |
| All | +61.7% | +28.5% | +33.2% | +34.2% |
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 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