+319.4%
IR vs ARWR
+3,164.8%
-2,845.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -2.0% |
| 7D | +2.3% | -5.0% | +7.3% | +2.9% |
| 30D | +3.3% | -6.6% | +10.0% | +4.1% |
| 3M | -9.0% | -33.9% | +24.9% | -4.8% |
| 6M | +8.0% | -23.3% | +31.3% | +10.6% |
| YTD | +3.4% | -13.5% | +16.8% | +4.0% |
| 1Y | +4.5% | +42.5% | -38.0% | -1.5% |
| 3Y | +25.6% | +104.1% | -78.5% | +7.4% |
| 5Y | +43.8% | -28.8% | +72.6% | +33.0% |
| All | +319.4% | +3,164.8% | -2,845.4% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling