+280.0%
EMR vs ARWR
+1,055.7%
-775.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | -17.7% | +18.4% | +2.5% |
| 30D | +3.5% | -21.9% | +25.4% | +5.9% |
| 3M | +5.9% | -44.5% | +50.4% | +12.1% |
| 6M | +19.4% | -32.6% | +52.0% | +23.4% |
| YTD | +27.7% | -26.2% | +53.9% | +30.2% |
| 1Y | +30.9% | +23.0% | +8.0% | +26.1% |
| 3Y | +104.2% | +81.8% | +22.4% | +80.6% |
| 5Y | +89.6% | -36.0% | +125.6% | +78.9% |
| 10Y | +280.0% | +1,039.5% | -759.5% | +206.9% |
| All | +280.0% | +1,055.7% | -775.6% | +206.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling