+5.3%
ES vs ARWR
-34.9%
+40.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.7% | -17.8% | +20.6% | +3.9% |
| 30D | +7.6% | -18.1% | +25.7% | +8.8% |
| 3M | +0.5% | -44.2% | +44.7% | +4.2% |
| 6M | +7.6% | -38.6% | +46.2% | +10.6% |
| YTD | +10.2% | -28.0% | +38.3% | +11.7% |
| 1Y | +1.8% | +16.1% | -14.3% | -0.7% |
| 3Y | +55.4% | +84.0% | -28.6% | +41.4% |
| All | +5.3% | -34.9% | +40.2% | -4.6% |
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