+39.5%
EXC vs ARWR
-38.4%
+77.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.2% |
| 7D | -1.9% | -17.9% | +16.0% | -1.4% |
| 30D | +7.8% | -18.9% | +26.7% | +8.3% |
| 3M | +1.9% | -46.0% | +47.8% | +3.6% |
| 6M | +3.4% | -40.3% | +43.7% | +4.7% |
| YTD | +7.6% | -29.0% | +36.6% | +8.2% |
| 1Y | +2.1% | +13.8% | -11.7% | +0.9% |
| 3Y | +29.6% | +74.9% | -45.3% | +24.4% |
| 5Y | +39.5% | -36.2% | +75.7% | +34.6% |
| All | +39.5% | -38.4% | +77.9% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling