+2,428.2%
EAT vs ARWR
-97.0%
+2,525.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +1.9% | -0.7% | +2.5% | +1.9% |
| 3M | +68.7% | +14.9% | +53.8% | +68.5% |
| 6M | +66.9% | +32.6% | +34.3% | +66.5% |
| YTD | +60.4% | +30.0% | +30.4% | +60.1% |
| 1Y | +44.0% | +208.4% | -164.4% | +42.8% |
| 3Y | +604.7% | +208.8% | +395.9% | +597.4% |
| 5Y | +347.0% | +27.8% | +319.2% | +343.9% |
| 10Y | +390.8% | +1,107.6% | -716.8% | +382.9% |
| All | +2,428.2% | -97.0% | +2,525.3% | +2,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling