+113.6%
KEY vs ARWR
+921.6%
-808.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.3% | +18.0% | +4.6% |
| 7D | -0.4% | -17.3% | +17.0% | +1.8% |
| 30D | +7.2% | -21.5% | +28.7% | +10.2% |
| 3M | -4.9% | -43.8% | +38.9% | +1.7% |
| 6M | +1.1% | -32.3% | +33.3% | +5.0% |
| YTD | +6.8% | -25.8% | +32.6% | +9.1% |
| 1Y | +23.3% | +25.5% | -2.2% | +16.9% |
| 3Y | +126.1% | +84.1% | +41.9% | +93.3% |
| 5Y | +15.2% | -39.2% | +54.4% | +7.5% |
| 10Y | +113.6% | +1,072.4% | -958.8% | +58.0% |
| All | +113.6% | +921.6% | -808.0% | +58.0% |
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