+883.2%
ES vs ARWR
-97.0%
+980.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.3% | +1.7% | -1.4% | +0.3% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | +1.7% | +14.9% | -13.2% | +1.6% |
| 6M | -3.5% | +32.6% | -36.2% | -3.6% |
| YTD | +7.9% | +30.0% | -22.1% | +7.8% |
| 1Y | +17.2% | +208.4% | -191.2% | +16.8% |
| 3Y | +29.3% | +208.8% | -179.5% | +28.7% |
| 5Y | -5.7% | +27.8% | -33.6% | -6.1% |
| 10Y | +85.2% | +1,107.6% | -1,022.3% | +83.4% |
| All | +883.2% | -97.0% | +980.2% | +770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling