-10.9%
DOW vs ARWR
+339.8%
-350.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -6.0% | -3.2% | -2.8% | -5.6% |
| 30D | -2.7% | -6.5% | +3.7% | -1.9% |
| 3M | -10.5% | +12.7% | -23.2% | -12.4% |
| 6M | -12.4% | +36.2% | -48.6% | -17.2% |
| YTD | +30.0% | +24.5% | +5.6% | +24.2% |
| 1Y | +27.8% | +198.0% | -170.2% | +6.3% |
| 3Y | -34.9% | +176.4% | -211.3% | -49.0% |
| 5Y | -35.9% | +26.6% | -62.4% | -46.4% |
| All | -10.9% | +339.8% | -350.7% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling