+3,653.2%
FIX vs ARWR
+906.2%
+2,747.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.3% |
| 7D | -17.5% | -2.9% | -14.6% | -17.1% |
| 30D | -41.6% | -5.4% | -36.2% | -41.1% |
| 3M | -40.6% | -32.2% | -8.4% | -37.8% |
| 6M | -49.4% | -26.5% | -22.9% | -47.7% |
| YTD | +9.2% | -12.4% | +21.6% | +10.1% |
| 1Y | +6.5% | +46.9% | -40.4% | +0.2% |
| 3Y | +448.7% | +116.0% | +332.8% | +369.8% |
| 5Y | +948.7% | -28.0% | +976.7% | +873.2% |
| All | +3,653.2% | +906.2% | +2,747.0% | +2,641.8% |
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 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