+432.5%
EWZ vs ARWR
-14.9%
+447.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +6.5% | +1.7% | +4.8% | +6.5% |
| 30D | +4.8% | -0.7% | +5.5% | +4.9% |
| 3M | +9.9% | +14.9% | -5.0% | +9.7% |
| 6M | +1.9% | +32.6% | -30.7% | +1.5% |
| YTD | +20.3% | +30.0% | -9.7% | +19.8% |
| 1Y | +35.6% | +208.4% | -172.7% | +33.6% |
| 3Y | +43.4% | +208.8% | -165.4% | +40.7% |
| 5Y | +55.9% | +27.8% | +28.1% | +53.9% |
| 10Y | +84.2% | +1,107.6% | -1,023.4% | +76.3% |
| All | +432.5% | -14.9% | +447.4% | +428.6% |
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 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