+2,314.4%
EMR vs ARWR
-97.0%
+2,411.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.5% | +1.7% | -3.2% | -1.5% |
| 30D | -5.6% | -0.7% | -5.0% | -5.6% |
| 3M | +7.9% | +14.9% | -6.9% | +7.8% |
| 6M | +6.0% | +32.6% | -26.6% | +5.8% |
| YTD | +16.4% | +30.0% | -13.6% | +16.2% |
| 1Y | +16.6% | +208.4% | -191.7% | +15.7% |
| 3Y | +62.9% | +208.8% | -145.9% | +61.1% |
| 5Y | +60.1% | +27.8% | +32.3% | +58.9% |
| 10Y | +268.8% | +1,107.6% | -838.8% | +260.0% |
| All | +2,314.4% | -97.0% | +2,411.5% | +2,011.5% |
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