+44.5%
F vs ARWR
+103.1%
-58.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -0.2% |
| 7D | +1.4% | -5.0% | +6.4% | +2.0% |
| 30D | +2.0% | -6.6% | +8.7% | +2.9% |
| 3M | -10.4% | -33.9% | +23.5% | -5.6% |
| 6M | +9.7% | -23.3% | +33.0% | +12.7% |
| YTD | -1.2% | -13.5% | +12.3% | -0.6% |
| 1Y | 0.0% | +42.5% | -42.5% | -6.7% |
| All | +44.5% | +103.1% | -58.6% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling