-4.9%
DOW vs ARWR
+209.5%
-214.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | -9.5% | -2.9% | -6.6% | -9.2% |
| 30D | +13.1% | -5.4% | +18.5% | +13.8% |
| 3M | +4.8% | -32.2% | +37.1% | +9.8% |
| 6M | -16.7% | -26.5% | +9.9% | -14.2% |
| YTD | +38.9% | -12.4% | +51.3% | +38.3% |
| 1Y | +48.3% | +46.9% | +1.4% | +35.9% |
| 3Y | -24.4% | +116.0% | -140.3% | -39.0% |
| 5Y | -29.2% | -28.0% | -1.2% | -35.8% |
| All | -4.9% | +209.5% | -214.4% | -41.2% |
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 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