+3,063.4%
DELL vs ARWR
+702.0%
+2,361.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -15.3% | +20.7% | +7.2% |
| 7D | -11.8% | -17.3% | +5.5% | -10.0% |
| 30D | -40.8% | -21.5% | -19.3% | -39.2% |
| 3M | -23.6% | -43.8% | +20.2% | -18.5% |
| 6M | +33.4% | -32.3% | +65.6% | +38.8% |
| YTD | +178.0% | -25.8% | +203.8% | +184.7% |
| 1Y | +138.6% | +25.5% | +113.0% | +128.2% |
| 3Y | +400.9% | +84.1% | +316.7% | +336.5% |
| 5Y | +580.7% | -39.2% | +620.0% | +541.7% |
| 10Y | +2,655.3% | +1,072.4% | +1,582.9% | +1,867.4% |
| All | +3,063.4% | +702.0% | +2,361.5% | +2,191.5% |
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