+280.3%
EMR vs ARWR
+1,009.4%
-729.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.4% |
| 7D | +2.7% | -17.9% | +20.6% | +4.5% |
| 30D | +2.1% | -18.9% | +21.0% | +4.1% |
| 3M | +2.3% | -46.0% | +48.2% | +8.5% |
| 6M | +22.5% | -40.3% | +62.8% | +28.2% |
| YTD | +27.2% | -29.0% | +56.2% | +30.3% |
| 1Y | +28.0% | +13.8% | +14.2% | +24.3% |
| 3Y | +103.4% | +74.9% | +28.5% | +80.6% |
| 5Y | +88.2% | -36.2% | +124.4% | +77.6% |
| All | +280.3% | +1,009.4% | -729.2% | +207.7% |
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