-32.5%
EFX vs ARWR
+201.3%
-233.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -2.2% |
| 7D | -9.4% | -3.2% | -6.2% | -9.5% |
| 30D | -6.9% | -6.5% | -0.4% | -7.1% |
| 3M | +0.1% | +12.7% | -12.6% | +0.9% |
| 6M | -17.3% | +36.2% | -53.5% | -17.1% |
| YTD | -21.8% | +24.5% | -46.3% | -21.7% |
| 1Y | -32.5% | +198.0% | -230.5% | -40.6% |
| All | -32.5% | +201.3% | -233.9% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling