+3,630.8%
EFX vs ARWR
-98.3%
+3,729.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.3% | +14.7% | -0.6% |
| 7D | -2.2% | -17.3% | +15.2% | -2.1% |
| 30D | +29.2% | -21.5% | +50.7% | +29.3% |
| 3M | +3.5% | -43.8% | +47.3% | +3.7% |
| 6M | +7.8% | -32.3% | +40.0% | +7.9% |
| YTD | -12.4% | -25.8% | +13.4% | -12.4% |
| 1Y | -8.2% | +25.5% | -33.8% | -8.4% |
| 3Y | +4.7% | +84.1% | -79.4% | +4.2% |
| 5Y | -32.0% | -39.2% | +7.2% | -32.2% |
| 10Y | +69.1% | +1,072.4% | -1,003.3% | +67.2% |
| All | +3,630.8% | -98.3% | +3,729.1% | +3,963.1% |
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