+382.0%
EAT vs ARWR
+1,075.6%
-693.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.1% |
| 7D | -4.9% | +2.9% | -7.8% | -5.4% |
| 30D | -1.2% | -2.9% | +1.7% | -0.8% |
| 3M | +52.2% | +15.2% | +37.0% | +47.6% |
| 6M | +65.0% | +42.3% | +22.8% | +54.1% |
| YTD | +55.0% | +28.2% | +26.8% | +46.9% |
| 1Y | +42.1% | +213.2% | -171.2% | +14.5% |
| 3Y | +614.7% | +184.6% | +430.1% | +446.3% |
| 5Y | +322.7% | +29.2% | +293.5% | +250.6% |
| 10Y | +382.0% | +1,012.5% | -630.5% | +216.6% |
| All | +382.0% | +1,075.6% | -693.5% | +216.6% |
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