+1,682.6%
EL vs ARWR
-4.8%
+1,687.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.2% |
| 7D | +0.8% | -2.9% | +3.7% | +0.8% |
| 30D | +16.5% | -5.4% | +21.9% | +16.6% |
| 3M | +29.2% | -32.2% | +61.4% | +29.6% |
| 6M | +27.9% | -26.5% | +54.4% | +28.2% |
| YTD | +6.2% | -12.4% | +18.6% | +6.3% |
| 1Y | +27.2% | +46.9% | -19.7% | +26.7% |
| 3Y | +3.2% | +116.0% | -112.8% | +2.3% |
| 5Y | -66.0% | -28.0% | -38.0% | -66.1% |
| 10Y | +58.3% | +923.9% | -865.6% | +54.6% |
| All | +1,682.6% | -4.8% | +1,687.4% | +1,491.5% |
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