+1,970.9%
EQT vs ARWR
-97.1%
+2,068.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.8% | +2.9% | -3.7% | -0.9% |
| 30D | +6.6% | -2.9% | +9.5% | +6.6% |
| 3M | +4.4% | +15.2% | -10.9% | +4.3% |
| 6M | -10.5% | +42.3% | -52.8% | -10.7% |
| YTD | +3.7% | +28.2% | -24.5% | +3.6% |
| 1Y | +9.9% | +213.2% | -203.4% | +9.3% |
| 3Y | +35.4% | +184.6% | -149.3% | +34.4% |
| 5Y | +189.2% | +29.2% | +159.9% | +187.7% |
| 10Y | +50.7% | +1,012.5% | -961.9% | +48.6% |
| All | +1,970.9% | -97.1% | +2,068.0% | +2,069.4% |
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