+1,536.3%
ED vs ARWR
-97.0%
+1,633.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | -0.1% | -0.7% | +0.5% | -0.1% |
| 3M | +3.9% | +14.9% | -10.9% | +3.9% |
| 6M | -3.0% | +32.6% | -35.7% | -3.1% |
| YTD | +10.7% | +30.0% | -19.4% | +10.7% |
| 1Y | +13.3% | +208.4% | -195.0% | +13.2% |
| 3Y | +34.5% | +208.8% | -174.3% | +34.3% |
| 5Y | +67.1% | +27.8% | +39.3% | +67.0% |
| 10Y | +103.0% | +1,107.6% | -1,004.5% | +102.5% |
| All | +1,536.3% | -97.0% | +1,633.3% | +1,673.9% |
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