-53.6%
IT vs ARWR
+79.8%
-133.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +1.1% | -17.8% | +18.9% | +2.2% |
| 30D | -1.8% | -18.1% | +16.3% | -0.7% |
| 3M | +4.8% | -44.2% | +49.0% | +8.4% |
| 6M | +33.0% | -38.6% | +71.7% | +36.3% |
| YTD | -23.8% | -28.0% | +4.2% | -23.3% |
| 1Y | -16.5% | +16.1% | -32.7% | -20.3% |
| 3Y | -53.6% | +84.0% | -137.6% | -59.6% |
| All | -53.6% | +79.8% | -133.5% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling