+258.5%
F vs ARWR
-98.0%
+356.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -1.1% |
| 7D | +1.4% | -5.0% | +6.4% | +1.4% |
| 30D | +2.0% | -6.6% | +8.7% | +2.1% |
| 3M | -10.4% | -33.9% | +23.5% | -10.1% |
| 6M | +9.7% | -23.3% | +33.0% | +9.9% |
| YTD | -1.2% | -13.5% | +12.3% | -1.1% |
| 1Y | 0.0% | +42.5% | -42.5% | -0.3% |
| 3Y | +41.1% | +104.1% | -63.0% | +40.0% |
| 5Y | -11.4% | -28.8% | +17.4% | -11.7% |
| 10Y | +85.0% | +911.6% | -826.7% | +81.5% |
| All | +258.5% | -98.0% | +356.5% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling