-32.0%
EFX vs ARWR
-40.7%
+8.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.3% | +14.7% | +1.5% |
| 7D | -2.2% | -17.3% | +15.2% | +0.3% |
| 30D | +29.2% | -21.5% | +50.7% | +33.3% |
| 3M | +3.5% | -43.8% | +47.3% | +11.8% |
| 6M | +7.8% | -32.3% | +40.0% | +12.2% |
| YTD | -12.4% | -25.8% | +13.4% | -11.1% |
| 1Y | -8.2% | +25.5% | -33.8% | -16.1% |
| 3Y | +4.7% | +84.1% | -79.4% | -18.9% |
| 5Y | -32.0% | -39.2% | +7.2% | -40.0% |
| All | -32.0% | -40.7% | +8.6% | -40.0% |
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