-1.6%
F vs ARWR
+20.5%
-22.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +16.0% | +2.3% |
| 7D | -0.6% | -17.3% | +16.7% | +1.3% |
| 30D | +2.9% | -21.5% | +24.4% | +5.4% |
| 3M | -9.5% | -43.8% | +34.3% | -3.7% |
| 6M | +4.0% | -32.3% | +36.3% | +8.0% |
| YTD | -1.3% | -25.8% | +24.6% | +0.7% |
| All | -1.6% | +20.5% | -22.1% | -3.9% |
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 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