+47.2%
ES vs ARWR
+79.9%
-32.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.3% | +14.8% | +0.4% |
| 7D | -0.1% | -17.3% | +17.3% | +1.0% |
| 30D | +5.7% | -21.5% | +27.3% | +7.2% |
| 3M | -2.8% | -43.8% | +41.0% | +0.5% |
| 6M | +7.0% | -32.3% | +39.2% | +9.0% |
| YTD | +6.8% | -25.8% | +32.6% | +7.9% |
| 1Y | -0.5% | +25.5% | -26.0% | -3.4% |
| 3Y | +47.2% | +84.1% | -37.0% | +33.9% |
| All | +47.2% | +79.9% | -32.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling