-15.1%
F vs ARWR
-40.7%
+25.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +16.0% | +3.1% |
| 7D | -0.6% | -17.3% | +16.7% | +2.2% |
| 30D | +2.9% | -21.5% | +24.4% | +6.6% |
| 3M | -9.5% | -43.8% | +34.3% | -1.1% |
| 6M | +4.0% | -32.3% | +36.3% | +9.4% |
| YTD | -1.3% | -25.8% | +24.6% | +1.5% |
| 1Y | -1.9% | +25.5% | -27.5% | -8.8% |
| 3Y | +53.5% | +84.1% | -30.7% | +22.8% |
| 5Y | -15.1% | -39.2% | +24.1% | -28.8% |
| All | -15.1% | -40.7% | +25.5% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling