+86.4%
F vs ARWR
+1,075.6%
-989.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.1% |
| 7D | +1.2% | +2.9% | -1.7% | +0.8% |
| 30D | +1.2% | -2.9% | +4.1% | +1.6% |
| 3M | -5.7% | +15.2% | -20.9% | -7.5% |
| 6M | +17.9% | +42.3% | -24.3% | +12.6% |
| YTD | +10.4% | +28.2% | -17.8% | +6.4% |
| 1Y | +25.3% | +213.2% | -187.9% | +8.4% |
| 3Y | +37.5% | +184.6% | -147.2% | +14.7% |
| 5Y | +46.5% | +29.2% | +17.3% | +27.8% |
| 10Y | +86.4% | +1,012.5% | -926.2% | +46.1% |
| All | +86.4% | +1,075.6% | -989.2% | +46.1% |
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