+75.4%
ECL vs ARWR
+77.5%
-2.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.9% |
| 7D | -0.5% | -17.9% | +17.5% | +0.4% |
| 30D | +6.6% | -18.9% | +25.5% | +7.5% |
| 3M | +9.6% | -46.0% | +55.6% | +12.7% |
| 6M | +21.6% | -40.3% | +61.9% | +24.2% |
| YTD | +16.9% | -29.0% | +45.9% | +18.1% |
| 1Y | +17.9% | +13.8% | +4.0% | +16.4% |
| All | +75.4% | +77.5% | -2.1% | +64.3% |
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 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