+155.0%
ETSY vs ARWR
+1,107.6%
-952.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -8.5% | +1.7% | -10.2% | -8.8% |
| 30D | -10.9% | -0.7% | -10.2% | -10.9% |
| 3M | +14.1% | +14.9% | -0.8% | +10.2% |
| 6M | +37.5% | +32.6% | +4.9% | +28.2% |
| YTD | +38.0% | +30.0% | +8.0% | +28.8% |
| 1Y | +46.5% | +208.4% | -161.8% | +14.0% |
| 3Y | +2.5% | +208.8% | -206.3% | -26.8% |
| 5Y | -65.3% | +27.8% | -93.1% | -71.6% |
| 10Y | +451.6% | +1,107.6% | -655.9% | +202.4% |
| All | +155.0% | +1,107.6% | -952.5% | +31.3% |
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 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