+36.6%
ECL vs ARWR
-38.4%
+75.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.7% |
| 7D | -0.5% | -17.9% | +17.5% | +1.1% |
| 30D | +6.6% | -18.9% | +25.5% | +8.4% |
| 3M | +9.6% | -46.0% | +55.6% | +15.5% |
| 6M | +21.6% | -40.3% | +61.9% | +26.5% |
| YTD | +16.9% | -29.0% | +45.9% | +19.1% |
| 1Y | +17.9% | +13.8% | +4.0% | +14.1% |
| 3Y | +76.5% | +74.9% | +1.6% | +54.2% |
| 5Y | +36.6% | -36.2% | +72.9% | +23.5% |
| All | +36.6% | -38.4% | +75.0% | +23.5% |
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 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