+3,644.4%
FIX vs ARWR
+1,055.7%
+2,588.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -13.9% | -17.7% | +3.7% | -12.1% |
| 30D | -35.5% | -21.9% | -13.6% | -33.7% |
| 3M | -33.9% | -44.5% | +10.6% | -29.1% |
| 6M | -43.3% | -32.6% | -10.7% | -40.9% |
| YTD | +18.7% | -26.2% | +44.9% | +21.9% |
| 1Y | +13.8% | +23.0% | -9.2% | +8.8% |
| 3Y | +495.0% | +81.8% | +413.2% | +415.1% |
| 5Y | +1,049.0% | -36.0% | +1,085.1% | +978.2% |
| 10Y | +3,644.4% | +1,039.5% | +2,604.9% | +2,525.2% |
| All | +3,644.4% | +1,055.7% | +2,588.8% | +2,525.2% |
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 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