-7.3%
F vs ARWR
+12.4%
-19.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.4% |
| 7D | -3.9% | -17.9% | +14.1% | -2.0% |
| 30D | -0.5% | -18.9% | +18.4% | +1.6% |
| 3M | -12.9% | -46.0% | +33.0% | -7.0% |
| 6M | +1.5% | -40.3% | +41.9% | +6.8% |
| YTD | -5.0% | -29.0% | +24.0% | -2.7% |
| 1Y | -7.3% | +13.8% | -21.2% | -8.6% |
| All | -7.3% | +12.4% | -19.7% | -8.6% |
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 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