+3,407.3%
EFX vs ARWR
-97.0%
+3,504.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.4% |
| 7D | -8.6% | +1.7% | -10.3% | -8.6% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +3.8% | +14.9% | -11.0% | +3.8% |
| 6M | -13.5% | +32.6% | -46.1% | -13.6% |
| YTD | -17.7% | +30.0% | -47.7% | -17.8% |
| 1Y | -25.6% | +208.4% | -233.9% | -26.0% |
| 3Y | -12.1% | +208.8% | -220.9% | -12.7% |
| 5Y | -33.8% | +27.8% | -61.6% | -34.2% |
| 10Y | +45.1% | +1,107.6% | -1,062.4% | +43.3% |
| All | +3,407.3% | -97.0% | +3,504.4% | +3,711.2% |
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