+183.8%
EXC vs ARWR
+921.6%
-737.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.3% | +15.4% | +0.8% |
| 7D | -1.7% | -17.3% | +15.6% | -0.9% |
| 30D | +9.3% | -21.5% | +30.8% | +10.4% |
| 3M | +1.0% | -43.8% | +44.9% | +3.6% |
| 6M | +5.9% | -32.3% | +38.2% | +7.4% |
| YTD | +7.6% | -25.8% | +33.5% | +8.4% |
| 1Y | +2.4% | +25.5% | -23.1% | +0.2% |
| 3Y | +30.2% | +84.1% | -53.9% | +22.1% |
| 5Y | +41.4% | -39.2% | +80.6% | +38.2% |
| 10Y | +183.8% | +1,072.4% | -888.6% | +138.0% |
| All | +183.8% | +921.6% | -737.8% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling