+3.6%
ES vs ARWR
-28.9%
+32.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | +1.9% | -2.9% | +4.8% | +2.0% |
| 30D | +7.1% | -5.4% | +12.5% | +7.4% |
| 3M | -1.9% | -32.2% | +30.3% | +0.4% |
| 6M | +4.4% | -26.5% | +30.9% | +6.0% |
| YTD | +7.3% | -12.4% | +19.7% | +7.4% |
| 1Y | +2.1% | +46.9% | -44.7% | -1.7% |
| 3Y | +41.8% | +116.0% | -74.1% | +28.3% |
| All | +3.6% | -28.9% | +32.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling