-35.5%
DOW vs ARWR
+26.4%
-61.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.4% | -4.3% | +1.9% | -1.9% |
| 30D | -4.1% | -7.3% | +3.2% | -3.3% |
| 3M | -12.4% | +17.0% | -29.4% | -14.4% |
| 6M | -10.6% | +39.8% | -50.4% | -15.0% |
| YTD | +31.1% | +24.7% | +6.4% | +26.1% |
| 1Y | +30.5% | +186.5% | -155.9% | +12.0% |
| 3Y | -34.4% | +176.8% | -211.2% | -47.5% |
| 5Y | -35.5% | +29.3% | -64.8% | -48.2% |
| All | -35.5% | +26.4% | -61.8% | -48.2% |
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 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