+4,732.1%
IT vs ARWR
-97.0%
+4,829.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -6.0% | +1.7% | -7.7% | -6.0% |
| 30D | 0.0% | -0.7% | +0.7% | 0.0% |
| 3M | +13.1% | +14.9% | -1.8% | +12.9% |
| 6M | +11.7% | +32.6% | -20.9% | +11.4% |
| YTD | -26.1% | +30.0% | -56.2% | -26.3% |
| 1Y | -21.3% | +208.4% | -229.6% | -21.9% |
| 3Y | -46.7% | +208.8% | -255.5% | -47.3% |
| 5Y | -40.5% | +27.8% | -68.3% | -41.0% |
| 10Y | +103.9% | +1,107.6% | -1,003.7% | +99.0% |
| All | +4,732.1% | -97.0% | +4,829.1% | +3,988.3% |
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