+103.3%
EMR vs ARWR
+79.8%
+23.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.8% | -17.8% | +20.7% | +5.0% |
| 30D | +3.7% | -18.1% | +21.8% | +5.8% |
| 3M | +2.0% | -44.2% | +46.2% | +8.9% |
| 6M | +22.1% | -38.6% | +60.8% | +28.3% |
| YTD | +27.2% | -28.0% | +55.3% | +30.4% |
| 1Y | +32.0% | +16.1% | +15.9% | +27.4% |
| 3Y | +103.3% | +84.0% | +19.3% | +72.3% |
| All | +103.3% | +79.8% | +23.4% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling