-34.6%
DOW vs ARWR
+181.4%
-215.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | +2.0% | -2.9% | +4.9% | +2.2% |
| 3M | -12.5% | +15.2% | -27.8% | -14.3% |
| 6M | -9.2% | +42.3% | -51.5% | -13.9% |
| YTD | +30.8% | +28.2% | +2.6% | +25.4% |
| 1Y | +29.4% | +213.2% | -183.9% | +8.7% |
| 3Y | -34.6% | +184.6% | -219.2% | -51.2% |
| All | -34.6% | +181.4% | -215.9% | -51.2% |
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 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