+95.7%
ES vs ARWR
+1,009.4%
-913.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.3% | +1.1% |
| 7D | -1.1% | -17.9% | +16.9% | -0.2% |
| 30D | +8.2% | -18.9% | +27.1% | +9.2% |
| 3M | +0.6% | -46.0% | +46.6% | +3.3% |
| 6M | +6.0% | -40.3% | +46.3% | +8.2% |
| YTD | +9.3% | -29.0% | +38.3% | +10.4% |
| 1Y | +1.1% | +13.8% | -12.7% | -0.4% |
| 3Y | +51.9% | +74.9% | -23.0% | +43.7% |
| 5Y | +6.5% | -36.2% | +42.7% | +2.9% |
| All | +95.7% | +1,009.4% | -913.7% | +71.9% |
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