+82.6%
ED vs ARWR
-34.9%
+117.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.4% |
| 7D | +2.1% | -17.8% | +19.9% | +2.3% |
| 30D | +10.4% | -18.1% | +28.5% | +10.7% |
| 3M | +12.5% | -44.2% | +56.7% | +13.5% |
| 6M | +14.9% | -38.6% | +53.6% | +15.6% |
| YTD | +24.8% | -28.0% | +52.9% | +25.1% |
| 1Y | +23.8% | +16.1% | +7.7% | +22.8% |
| 3Y | +51.6% | +84.0% | -32.3% | +47.5% |
| All | +82.6% | -34.9% | +117.5% | +78.3% |
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 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