+16.1%
EL vs ARWR
+200.0%
-183.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +1.7% | +2.9% | -1.2% | +1.2% |
| 30D | +15.5% | -2.9% | +18.4% | +16.0% |
| 3M | +20.6% | +15.2% | +5.3% | +17.3% |
| 6M | +10.5% | +42.3% | -31.8% | +2.6% |
| YTD | -1.9% | +28.2% | -30.1% | -7.4% |
| 1Y | +16.1% | +213.2% | -197.2% | +4.8% |
| All | +16.1% | +200.0% | -183.9% | +4.8% |
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 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