+1,052.6%
DIS vs ARWR
-98.0%
+1,150.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -1.4% |
| 7D | +5.7% | -5.0% | +10.7% | +5.7% |
| 30D | +12.7% | -6.6% | +19.3% | +12.7% |
| 3M | +15.2% | -33.9% | +49.1% | +15.5% |
| 6M | +17.6% | -23.3% | +40.9% | +17.7% |
| YTD | +3.8% | -13.5% | +17.3% | +3.9% |
| 1Y | +6.8% | +42.5% | -35.8% | +6.4% |
| 3Y | +42.1% | +104.1% | -62.0% | +40.9% |
| 5Y | -31.2% | -28.8% | -2.3% | -31.4% |
| 10Y | +37.6% | +911.6% | -874.0% | +34.2% |
| All | +1,052.6% | -98.0% | +1,150.6% | +910.0% |
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