+565.2%
FLEX vs ARWR
+906.2%
-341.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.3% | +4.4% |
| 7D | -19.3% | -2.9% | -16.4% | -18.9% |
| 30D | -41.5% | -5.4% | -36.1% | -40.9% |
| 3M | -43.1% | -32.2% | -10.9% | -39.5% |
| 6M | -48.2% | -26.5% | -21.7% | -46.0% |
| YTD | +15.5% | -12.4% | +27.9% | +17.0% |
| 1Y | +10.2% | +46.9% | -36.7% | +2.4% |
| 3Y | +256.8% | +116.0% | +140.8% | +193.4% |
| 5Y | +408.2% | -28.0% | +436.1% | +367.9% |
| All | +565.2% | +906.2% | -341.1% | +339.9% |
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