+635.5%
EAT vs ARWR
+197.7%
+437.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | +1.9% | -0.7% | +2.5% | +1.9% |
| 3M | +68.7% | +14.9% | +53.8% | +64.3% |
| 6M | +66.9% | +32.6% | +34.3% | +58.9% |
| YTD | +60.4% | +30.0% | +30.4% | +52.9% |
| 1Y | +44.0% | +208.4% | -164.4% | +19.7% |
| All | +635.5% | +197.7% | +437.8% | +469.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling