+2,876.0%
DELL vs ARWR
+1,009.4%
+1,866.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | +17.1% | -17.9% | +35.1% | +19.7% |
| 30D | -35.1% | -18.9% | -16.2% | -33.5% |
| 3M | -23.3% | -46.0% | +22.7% | -17.6% |
| 6M | +55.8% | -40.3% | +96.2% | +65.0% |
| YTD | +198.0% | -29.0% | +226.9% | +206.9% |
| 1Y | +166.6% | +13.8% | +152.7% | +157.8% |
| 3Y | +427.6% | +74.9% | +352.7% | +361.0% |
| 5Y | +630.6% | -36.2% | +666.9% | +585.3% |
| All | +2,876.0% | +1,009.4% | +1,866.6% | +2,032.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling