+267.8%
EMR vs ARWR
+1,075.6%
-807.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +3.1% | +2.9% | +0.2% | +2.8% |
| 30D | -3.5% | -2.9% | -0.6% | -3.3% |
| 3M | +9.8% | +15.2% | -5.5% | +7.9% |
| 6M | +10.8% | +42.3% | -31.5% | +6.4% |
| YTD | +15.9% | +28.2% | -12.3% | +12.3% |
| 1Y | +16.4% | +213.2% | -196.8% | +2.6% |
| 3Y | +62.1% | +184.6% | -122.5% | +37.8% |
| 5Y | +62.9% | +29.2% | +33.7% | +44.1% |
| 10Y | +267.8% | +1,012.5% | -744.8% | +200.8% |
| All | +267.8% | +1,075.6% | -807.8% | +200.8% |
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 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