-10.8%
DOW vs ARWR
+359.5%
-370.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | +0.4% | -0.7% | +1.0% | +0.4% |
| 3M | -14.4% | +14.9% | -29.3% | -16.4% |
| 6M | -7.0% | +32.6% | -39.6% | -11.7% |
| YTD | +30.2% | +30.0% | +0.2% | +23.6% |
| 1Y | +29.2% | +208.4% | -179.2% | +7.0% |
| 3Y | -36.7% | +208.8% | -245.5% | -51.2% |
| 5Y | -37.7% | +27.8% | -65.5% | -47.9% |
| All | -10.8% | +359.5% | -370.3% | -47.5% |
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 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