+2,465.0%
EMR vs ARWR
-98.0%
+2,563.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -1.6% | -2.9% | +1.3% | -1.5% |
| 30D | +2.0% | -5.4% | +7.4% | +2.0% |
| 3M | +3.8% | -32.2% | +36.1% | +4.1% |
| 6M | +10.5% | -26.5% | +37.0% | +10.7% |
| YTD | +23.7% | -12.4% | +36.1% | +23.8% |
| 1Y | +25.4% | +46.9% | -21.5% | +25.0% |
| 3Y | +86.6% | +116.0% | -29.4% | +85.0% |
| 5Y | +83.0% | -28.0% | +111.0% | +82.3% |
| 10Y | +319.5% | +923.9% | -604.4% | +310.3% |
| All | +2,465.0% | -98.0% | +2,563.0% | +2,149.0% |
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