+640.4%
FLEX vs ARWR
+921.6%
-281.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -15.3% | +27.4% | +14.5% |
| 7D | -7.2% | -17.3% | +10.2% | -4.7% |
| 30D | -34.8% | -21.5% | -13.2% | -32.4% |
| 3M | -35.6% | -43.8% | +8.2% | -29.6% |
| 6M | -45.0% | -32.3% | -12.8% | -42.0% |
| YTD | +29.4% | -25.8% | +55.2% | +34.1% |
| 1Y | +24.8% | +25.5% | -0.7% | +18.2% |
| 3Y | +304.4% | +84.1% | +220.3% | +238.0% |
| 5Y | +484.1% | -39.2% | +523.3% | +449.4% |
| 10Y | +640.4% | +1,072.4% | -432.0% | +385.0% |
| All | +640.4% | +921.6% | -281.2% | +385.0% |
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