+46.8%
IR vs ARWR
-38.4%
+85.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +4.3% | -17.9% | +22.2% | +6.8% |
| 30D | +8.1% | -18.9% | +27.0% | +10.8% |
| 3M | +0.7% | -46.0% | +46.7% | +9.0% |
| 6M | +16.6% | -40.3% | +57.0% | +23.8% |
| YTD | +7.8% | -29.0% | +36.8% | +11.0% |
| 1Y | +9.9% | +13.8% | -3.9% | +5.1% |
| 3Y | +25.2% | +74.9% | -49.7% | +3.9% |
| 5Y | +46.8% | -36.2% | +83.0% | +35.0% |
| All | +46.8% | -38.4% | +85.2% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling