+1,708.2%
ED vs ARWR
-98.0%
+1,806.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.4% |
| 7D | +1.6% | -2.9% | +4.6% | +1.6% |
| 30D | +13.3% | -5.4% | +18.7% | +13.3% |
| 3M | +9.7% | -32.2% | +42.0% | +9.7% |
| 6M | +12.8% | -26.5% | +39.3% | +12.8% |
| YTD | +22.3% | -12.4% | +34.7% | +22.3% |
| 1Y | +26.3% | +46.9% | -20.6% | +26.2% |
| 3Y | +45.0% | +116.0% | -70.9% | +44.9% |
| 5Y | +80.2% | -28.0% | +108.1% | +80.1% |
| 10Y | +129.9% | +923.9% | -794.1% | +129.3% |
| All | +1,708.2% | -98.0% | +1,806.2% | +1,860.7% |
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