+143.0%
ED vs ARWR
+1,009.4%
-866.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.2% |
| 7D | -1.7% | -17.9% | +16.2% | -1.4% |
| 30D | +10.7% | -18.9% | +29.6% | +11.0% |
| 3M | +11.6% | -46.0% | +57.6% | +12.6% |
| 6M | +13.5% | -40.3% | +53.9% | +14.3% |
| YTD | +23.1% | -29.0% | +52.1% | +23.5% |
| 1Y | +23.1% | +13.8% | +9.2% | +22.3% |
| 3Y | +47.9% | +74.9% | -27.0% | +44.8% |
| 5Y | +83.9% | -36.2% | +120.1% | +81.7% |
| All | +143.0% | +1,009.4% | -866.4% | +126.2% |
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