+349.8%
EAT vs ARWR
+921.6%
-571.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.3% | +13.9% | +1.1% |
| 7D | -3.9% | -17.3% | +13.4% | -1.0% |
| 30D | +5.0% | -21.5% | +26.5% | +9.0% |
| 3M | -9.6% | -43.8% | +34.2% | -1.1% |
| 6M | +46.8% | -32.3% | +79.0% | +54.3% |
| YTD | +41.8% | -25.8% | +67.6% | +46.1% |
| 1Y | +98.3% | +25.5% | +72.8% | +84.9% |
| 3Y | +503.1% | +84.1% | +418.9% | +388.0% |
| 5Y | +356.7% | -39.2% | +395.9% | +324.8% |
| 10Y | +349.8% | +1,072.4% | -722.6% | +214.1% |
| All | +349.8% | +921.6% | -571.8% | +214.1% |
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