+0.5%
ES vs ARWR
+20.0%
-19.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.9% | -17.7% | +18.5% | +1.8% |
| 30D | +5.9% | -21.9% | +27.8% | +7.3% |
| 3M | -1.0% | -44.5% | +43.5% | +2.3% |
| 6M | +7.2% | -32.6% | +39.8% | +9.2% |
| YTD | +7.0% | -26.2% | +33.2% | +8.0% |
| 1Y | +0.5% | +23.0% | -22.5% | -4.7% |
| All | +0.5% | +20.0% | -19.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling