-29.9%
IT vs ARWR
+200.0%
-229.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -7.5% |
| 7D | -9.1% | +2.9% | -12.0% | -9.0% |
| 30D | -7.0% | -2.9% | -4.1% | -7.1% |
| 3M | +7.6% | +15.2% | -7.6% | +8.5% |
| 6M | +2.1% | +42.3% | -40.2% | +2.1% |
| YTD | -31.6% | +28.2% | -59.8% | -31.2% |
| 1Y | -29.9% | +213.2% | -243.2% | -28.7% |
| All | -29.9% | +200.0% | -229.9% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling