+74.3%
F vs ARWR
+1,055.7%
-981.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.0% | -17.7% | +18.7% | +3.0% |
| 30D | +2.1% | -21.9% | +24.0% | +4.8% |
| 3M | -10.3% | -44.5% | +34.3% | -4.4% |
| 6M | +3.3% | -32.6% | +35.9% | +7.1% |
| YTD | -2.0% | -26.2% | +24.2% | +0.2% |
| 1Y | -2.3% | +23.0% | -25.2% | -6.4% |
| 3Y | +49.9% | +81.8% | -31.9% | +30.9% |
| 5Y | -12.5% | -36.0% | +23.6% | -18.1% |
| 10Y | +74.3% | +1,039.5% | -965.3% | +38.9% |
| All | +74.3% | +1,055.7% | -981.4% | +38.9% |
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 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