+43.3%
DIS vs ARWR
+105.6%
-62.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +5.2% | -2.9% | +8.1% | +5.5% |
| 30D | +11.5% | -5.4% | +16.9% | +11.9% |
| 3M | +11.5% | -32.2% | +43.8% | +14.6% |
| 6M | +8.9% | -26.5% | +35.4% | +10.8% |
| YTD | +3.4% | -12.4% | +15.8% | +3.5% |
| 1Y | +7.2% | +46.9% | -39.7% | +2.6% |
| 3Y | +43.3% | +116.0% | -72.7% | +23.7% |
| All | +43.3% | +105.6% | -62.3% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling