+4,681.2%
DELL vs ARWR
+1,306.2%
+3,375.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +14.9% | +1.7% | +13.2% | +14.7% |
| 30D | +13.3% | -0.7% | +13.9% | +13.4% |
| 3M | +24.4% | +14.9% | +9.5% | +22.3% |
| 6M | +258.0% | +32.6% | +225.4% | +244.2% |
| YTD | +320.2% | +30.0% | +290.1% | +304.1% |
| 1Y | +319.1% | +208.4% | +110.7% | +261.3% |
| 3Y | +706.5% | +208.8% | +497.7% | +561.8% |
| 5Y | +1,071.9% | +27.8% | +1,044.1% | +917.0% |
| 10Y | +4,683.5% | +1,107.6% | +3,575.9% | +3,189.1% |
| All | +4,681.2% | +1,306.2% | +3,375.1% | +3,152.8% |
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