+27.7%
EXC vs ARWR
+105.6%
-77.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | +10.0% | -5.4% | +15.4% | +10.0% |
| 3M | +1.6% | -32.2% | +33.9% | +1.9% |
| 6M | +3.3% | -26.5% | +29.8% | +3.5% |
| YTD | +7.6% | -12.4% | +20.0% | +7.6% |
| 1Y | +3.5% | +46.9% | -43.4% | +3.1% |
| 3Y | +27.7% | +116.0% | -88.3% | +26.9% |
| All | +27.7% | +105.6% | -77.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling