-1.4%
LOW vs ARWR
+59.7%
-61.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +7.2% |
| 7D | +15.6% | +2.4% | +13.2% | +15.4% |
| 30D | +28.6% | -1.1% | +29.7% | +28.7% |
| 3M | +5.8% | -31.2% | +37.0% | +9.2% |
| 6M | +3.8% | -19.3% | +23.1% | +5.4% |
| YTD | -2.8% | -7.1% | +4.3% | -3.2% |
| 1Y | -1.4% | +62.9% | -64.3% | -4.6% |
| All | -1.4% | +59.7% | -61.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling