+43.5%
F vs ARWR
+105.6%
-62.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +1.6% | -2.9% | +4.5% | +1.9% |
| 30D | +2.6% | -5.4% | +8.0% | +3.3% |
| 3M | -8.8% | -32.2% | +23.4% | -4.3% |
| 6M | +4.6% | -26.5% | +31.1% | +8.1% |
| YTD | -1.9% | -12.4% | +10.5% | -1.5% |
| 1Y | -0.8% | +46.9% | -47.6% | -7.8% |
| 3Y | +43.5% | +116.0% | -72.5% | +16.9% |
| All | +43.5% | +105.6% | -62.1% | +16.9% |
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 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