+93.1%
ES vs ARWR
+1,021.8%
-928.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +0.1% | -19.9% | +20.0% | +1.1% |
| 30D | +6.7% | -18.7% | +25.4% | +7.6% |
| 3M | +0.3% | -44.7% | +45.0% | +3.0% |
| 6M | +7.4% | -36.5% | +43.9% | +9.3% |
| YTD | +8.4% | -25.7% | +34.0% | +9.3% |
| 1Y | +0.6% | +18.9% | -18.3% | -1.0% |
| 3Y | +50.6% | +83.1% | -32.5% | +42.1% |
| 5Y | +4.8% | -34.9% | +39.7% | +1.2% |
| 10Y | +93.1% | +1,080.9% | -987.8% | +68.6% |
| All | +93.1% | +1,021.8% | -928.7% | +68.6% |
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