+61.7%
DD vs ARWR
-28.9%
+90.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +4.6% | -2.9% | +7.5% | +5.0% |
| 30D | +11.8% | -5.4% | +17.2% | +12.5% |
| 3M | +2.2% | -32.2% | +34.4% | +7.1% |
| 6M | -1.6% | -26.5% | +24.9% | +1.4% |
| YTD | +23.0% | -12.4% | +35.4% | +23.2% |
| 1Y | +26.9% | +46.9% | -19.9% | +17.6% |
| 3Y | +77.9% | +116.0% | -38.1% | +44.8% |
| All | +61.7% | -28.9% | +90.6% | +41.4% |
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