+372.3%
EAT vs ARWR
-28.9%
+401.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.1% |
| 7D | -2.6% | -2.9% | +0.3% | -2.1% |
| 30D | +11.5% | -5.4% | +16.9% | +12.5% |
| 3M | -9.1% | -32.2% | +23.1% | -2.9% |
| 6M | +40.4% | -26.5% | +66.9% | +46.4% |
| YTD | +43.9% | -12.4% | +56.3% | +44.4% |
| 1Y | +101.9% | +46.9% | +55.1% | +81.3% |
| 3Y | +489.9% | +116.0% | +373.9% | +342.1% |
| All | +372.3% | -28.9% | +401.2% | +322.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling