+28.4%
EL vs ARWR
+20.0%
+8.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +7.6% | -17.7% | +25.3% | +11.0% |
| 30D | +15.7% | -21.9% | +37.6% | +20.4% |
| 3M | +30.5% | -44.5% | +75.1% | +44.0% |
| 6M | +32.5% | -32.6% | +65.1% | +40.0% |
| YTD | +9.4% | -26.2% | +35.6% | +12.3% |
| 1Y | +28.4% | +23.0% | +5.4% | +25.8% |
| All | +28.4% | +20.0% | +8.4% | +25.8% |
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