+291.3%
IR vs ARWR
+4,805.7%
-4,514.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -2.8% | +1.7% | -4.5% | -3.0% |
| 30D | -15.1% | -0.7% | -14.5% | -15.1% |
| 3M | +6.1% | +14.9% | -8.8% | +3.9% |
| 6M | -16.8% | +32.6% | -49.4% | -20.1% |
| YTD | -3.5% | +30.0% | -33.6% | -7.3% |
| 1Y | -3.5% | +208.4% | -211.8% | -17.0% |
| 3Y | +9.5% | +208.8% | -199.3% | -10.8% |
| 5Y | +45.1% | +27.8% | +17.3% | +25.8% |
| All | +291.3% | +4,805.7% | -4,514.4% | +204.6% |
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