+91.4%
IT vs ARWR
+978.7%
-887.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | -9.1% | -3.2% | -5.9% | -8.8% |
| 30D | -12.2% | -6.5% | -5.7% | -11.6% |
| 3M | +7.8% | +12.7% | -4.9% | +6.0% |
| 6M | +2.0% | +36.2% | -34.2% | -2.2% |
| YTD | -32.7% | +24.5% | -57.2% | -35.0% |
| 1Y | -31.1% | +198.0% | -229.1% | -40.0% |
| 3Y | -52.1% | +176.4% | -228.4% | -59.9% |
| 5Y | -46.3% | +26.6% | -72.8% | -52.9% |
| 10Y | +91.4% | +1,054.1% | -962.7% | +31.9% |
| All | +91.4% | +978.7% | -887.4% | +31.9% |
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