+7,490.4%
ECL vs ARWR
-97.0%
+7,587.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.6% | +1.7% | -4.3% | -2.6% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +10.1% | +14.9% | -4.8% | +10.0% |
| 6M | -5.7% | +32.6% | -38.4% | -5.9% |
| YTD | +7.0% | +30.0% | -23.1% | +6.8% |
| 1Y | +2.7% | +208.4% | -205.7% | +2.0% |
| 3Y | +57.7% | +208.8% | -151.1% | +56.4% |
| 5Y | +31.1% | +27.8% | +3.3% | +30.4% |
| 10Y | +150.9% | +1,107.6% | -956.7% | +146.3% |
| All | +7,490.4% | -97.0% | +7,587.5% | +6,806.5% |
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