+1,582.2%
EL vs ARWR
+41.3%
+1,540.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | +19.8% | -0.7% | +20.5% | +19.8% |
| 3M | +25.7% | +14.9% | +10.8% | +25.5% |
| 6M | +5.4% | +32.6% | -27.2% | +5.2% |
| YTD | +0.2% | +30.0% | -29.8% | 0.0% |
| 1Y | +20.4% | +208.4% | -187.9% | +19.3% |
| 3Y | -32.1% | +208.8% | -240.9% | -33.0% |
| 5Y | -67.2% | +27.8% | -95.0% | -67.5% |
| 10Y | +31.7% | +1,107.6% | -1,075.8% | +28.4% |
| All | +1,582.2% | +41.3% | +1,540.9% | +1,397.3% |
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