+5,892.0%
FIX vs ARWR
+1,117.8%
+4,774.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.0% | +1.7% | +4.3% | +5.8% |
| 30D | -7.2% | -0.7% | -6.6% | -7.2% |
| 3M | -15.9% | +14.9% | -30.7% | -17.5% |
| 6M | +12.7% | +32.6% | -19.9% | +8.5% |
| YTD | +72.8% | +30.0% | +42.7% | +66.2% |
| 1Y | +122.9% | +208.4% | -85.5% | +91.7% |
| 3Y | +774.3% | +208.8% | +565.5% | +616.1% |
| 5Y | +2,049.5% | +27.8% | +2,021.7% | +1,767.4% |
| All | +5,892.0% | +1,117.8% | +4,774.2% | +4,019.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling