-31.9%
DIS vs ARWR
-28.9%
-3.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +5.2% | -2.9% | +8.1% | +5.6% |
| 30D | +11.5% | -5.4% | +16.9% | +12.1% |
| 3M | +11.5% | -32.2% | +43.8% | +16.6% |
| 6M | +8.9% | -26.5% | +35.4% | +12.0% |
| YTD | +3.4% | -12.4% | +15.8% | +3.4% |
| 1Y | +7.2% | +46.9% | -39.7% | -0.7% |
| 3Y | +43.3% | +116.0% | -72.7% | +15.5% |
| All | -31.9% | -28.9% | -3.0% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling