+1,155.3%
DD vs ARWR
-98.3%
+1,253.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +3.2% | -19.9% | +23.2% | +3.4% |
| 30D | +20.3% | -18.7% | +39.0% | +20.4% |
| 3M | +8.2% | -44.7% | +52.9% | +8.5% |
| 6M | +3.4% | -36.5% | +39.9% | +3.6% |
| YTD | +30.6% | -25.7% | +56.3% | +30.8% |
| 1Y | +30.6% | +18.9% | +11.7% | +30.4% |
| 3Y | +91.1% | +83.1% | +8.0% | +89.8% |
| 5Y | +68.6% | -34.9% | +103.5% | +68.0% |
| 10Y | +99.9% | +1,080.9% | -981.0% | +96.1% |
| All | +1,155.3% | -98.3% | +1,253.6% | +1,069.4% |
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 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