+4,851.3%
IT vs ARWR
-98.3%
+4,949.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.8% | +0.6% |
| 7D | -18.8% | -17.3% | -1.5% | -18.7% |
| 30D | -0.1% | -21.5% | +21.5% | +0.1% |
| 3M | +2.9% | -43.8% | +46.7% | +3.3% |
| 6M | +20.4% | -32.3% | +52.7% | +20.6% |
| YTD | -24.3% | -25.8% | +1.5% | -24.2% |
| 1Y | -17.2% | +25.5% | -42.7% | -17.4% |
| 3Y | -52.4% | +84.1% | -136.5% | -52.8% |
| 5Y | -43.7% | -39.2% | -4.5% | -43.9% |
| 10Y | +90.3% | +1,072.4% | -982.1% | +86.1% |
| All | +4,851.3% | -98.3% | +4,949.6% | +4,103.6% |
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