+125.3%
KEY vs ARWR
+81.3%
+44.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.5% | -17.7% | +18.2% | +3.0% |
| 30D | +6.9% | -21.9% | +28.8% | +10.3% |
| 3M | -5.0% | -44.5% | +39.5% | +2.8% |
| 6M | +0.7% | -32.6% | +33.3% | +5.2% |
| YTD | +6.5% | -26.2% | +32.7% | +8.8% |
| 1Y | +22.6% | +23.0% | -0.3% | +14.5% |
| 3Y | +125.3% | +81.8% | +43.6% | +77.0% |
| All | +125.3% | +81.3% | +44.1% | +77.0% |
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 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