+3,632.3%
EFX vs ARWR
-98.3%
+3,730.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.0% | -19.9% | +18.0% | -1.9% |
| 30D | +27.9% | -18.7% | +46.6% | +28.0% |
| 3M | +3.8% | -44.7% | +48.5% | +4.1% |
| 6M | +13.0% | -36.5% | +49.5% | +13.2% |
| YTD | -12.4% | -25.7% | +13.3% | -12.3% |
| 1Y | -10.4% | +18.9% | -29.3% | -10.5% |
| 3Y | +4.4% | +83.1% | -78.6% | +3.9% |
| 5Y | -28.9% | -34.9% | +6.0% | -29.1% |
| 10Y | +81.7% | +1,080.9% | -999.1% | +79.7% |
| All | +3,632.3% | -98.3% | +3,730.7% | +3,964.8% |
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