+57.6%
ECL vs ARWR
+181.4%
-123.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.8% | +2.9% | -3.6% | -0.9% |
| 30D | -2.5% | -2.9% | +0.4% | -2.3% |
| 3M | +8.3% | +15.2% | -6.9% | +7.4% |
| 6M | -1.1% | +42.3% | -43.4% | -3.1% |
| YTD | +6.5% | +28.2% | -21.7% | +4.7% |
| 1Y | +2.1% | +213.2% | -211.2% | -4.3% |
| 3Y | +57.6% | +184.6% | -127.0% | +35.9% |
| All | +57.6% | +181.4% | -123.7% | +35.9% |
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