+961.5%
DD vs ARWR
-97.0%
+1,058.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -3.5% | +1.7% | -5.2% | -3.5% |
| 30D | -10.3% | -0.7% | -9.7% | -10.3% |
| 3M | -7.5% | +14.9% | -22.4% | -7.6% |
| 6M | -8.0% | +32.6% | -40.6% | -8.2% |
| YTD | +10.5% | +30.0% | -19.6% | +10.2% |
| 1Y | +38.3% | +208.4% | -170.1% | +37.2% |
| 3Y | +42.5% | +208.8% | -166.3% | +41.1% |
| 5Y | +60.2% | +27.8% | +32.4% | +59.1% |
| 10Y | +68.9% | +1,107.6% | -1,038.7% | +65.4% |
| All | +961.5% | -97.0% | +1,058.5% | +885.8% |
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