+309.3%
EAT vs ARWR
+1,009.4%
-700.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | -7.1% | -17.9% | +10.9% | -4.2% |
| 30D | -2.3% | -18.9% | +16.5% | +0.9% |
| 3M | -19.6% | -46.0% | +26.3% | -11.5% |
| 6M | +46.0% | -40.3% | +86.4% | +56.9% |
| YTD | +37.7% | -29.0% | +66.7% | +42.9% |
| 1Y | +73.8% | +13.8% | +60.0% | +64.8% |
| 3Y | +482.1% | +74.9% | +407.2% | +375.2% |
| 5Y | +362.5% | -36.2% | +398.7% | +327.2% |
| All | +309.3% | +1,009.4% | -700.1% | +187.9% |
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