+4.5%
ES vs ARWR
-29.8%
+34.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +2.5% |
| 7D | +5.9% | -5.0% | +10.9% | +6.2% |
| 30D | +10.2% | -6.6% | +16.8% | +10.6% |
| 3M | +0.4% | -33.9% | +34.3% | +3.0% |
| 6M | +6.9% | -23.3% | +30.2% | +8.2% |
| YTD | +10.5% | -13.5% | +24.0% | +10.7% |
| 1Y | +3.2% | +42.5% | -39.3% | -0.5% |
| 3Y | +49.0% | +104.1% | -55.1% | +35.4% |
| 5Y | +4.5% | -28.8% | +33.3% | -8.6% |
| All | +4.5% | -29.8% | +34.3% | -8.6% |
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 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