+153.2%
ECL vs ARWR
+1,075.6%
-922.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.8% | +2.9% | -3.6% | -1.0% |
| 30D | -2.5% | -2.9% | +0.4% | -2.3% |
| 3M | +8.3% | +15.2% | -6.9% | +6.9% |
| 6M | -1.1% | +42.3% | -43.4% | -4.2% |
| YTD | +6.5% | +28.2% | -21.7% | +3.8% |
| 1Y | +2.1% | +213.2% | -211.2% | -7.7% |
| 3Y | +57.6% | +184.6% | -127.0% | +38.3% |
| 5Y | +28.1% | +29.2% | -1.2% | +16.1% |
| 10Y | +153.2% | +1,012.5% | -859.3% | +113.8% |
| All | +153.2% | +1,075.6% | -922.3% | +113.8% |
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