-6.1%
F vs ARWR
+17.3%
-23.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -3.1% | -17.8% | +14.7% | -1.2% |
| 30D | 0.0% | -18.1% | +18.2% | +2.0% |
| 3M | -13.2% | -44.2% | +31.0% | -7.7% |
| 6M | -10.2% | -38.6% | +28.4% | -5.8% |
| YTD | -4.9% | -28.0% | +23.1% | -2.7% |
| 1Y | -6.1% | +16.1% | -22.2% | -7.1% |
| All | -6.1% | +17.3% | -23.4% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling