+27.6%
IR vs ARWR
+105.6%
-78.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +3.7% | -2.9% | +6.6% | +4.0% |
| 30D | +7.4% | -5.4% | +12.8% | +8.1% |
| 3M | -5.9% | -32.2% | +26.3% | -1.8% |
| 6M | +5.6% | -26.5% | +32.1% | +8.6% |
| YTD | +4.8% | -12.4% | +17.2% | +5.2% |
| 1Y | +6.9% | +46.9% | -39.9% | +0.8% |
| 3Y | +27.6% | +116.0% | -88.4% | +8.3% |
| All | +27.6% | +105.6% | -78.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling