+2.3%
ES vs ARWR
-40.7%
+42.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.3% | +14.8% | +0.5% |
| 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% | +0.7% |
| 6M | +7.0% | -32.3% | +39.2% | +9.1% |
| 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% | +34.3% |
| 5Y | +2.3% | -39.2% | +41.5% | -8.5% |
| All | +2.3% | -40.7% | +42.9% | -8.5% |
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