+310.8%
EAT vs ARWR
+1,024.2%
-713.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | -4.0% | -17.8% | +13.9% | -1.0% |
| 30D | -2.9% | -18.1% | +15.2% | +0.2% |
| 3M | -16.9% | -44.2% | +27.3% | -8.9% |
| 6M | +57.0% | -38.6% | +95.6% | +67.8% |
| YTD | +38.2% | -28.0% | +66.2% | +43.1% |
| 1Y | +69.3% | +16.1% | +53.1% | +60.0% |
| 3Y | +483.0% | +84.0% | +399.0% | +371.8% |
| 5Y | +364.1% | -35.4% | +399.5% | +327.8% |
| All | +310.8% | +1,024.2% | -713.4% | +188.3% |
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