+1,081.9%
DD vs ARWR
-98.0%
+1,179.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.1% |
| 7D | +4.6% | -2.9% | +7.5% | +4.6% |
| 30D | +11.8% | -5.4% | +17.2% | +11.8% |
| 3M | +2.2% | -32.2% | +34.4% | +2.4% |
| 6M | -1.6% | -26.5% | +24.9% | -1.5% |
| YTD | +23.0% | -12.4% | +35.4% | +23.0% |
| 1Y | +26.9% | +46.9% | -19.9% | +26.5% |
| 3Y | +77.9% | +116.0% | -38.1% | +76.5% |
| 5Y | +59.9% | -28.0% | +87.8% | +59.3% |
| 10Y | +90.1% | +923.9% | -833.9% | +86.5% |
| All | +1,081.9% | -98.0% | +1,179.9% | +1,000.1% |
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