+293.0%
LOW vs ARWR
+1,024.2%
-731.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +1.4% | -17.8% | +19.3% | +3.3% |
| 30D | +21.7% | -18.1% | +39.8% | +24.0% |
| 3M | +5.0% | -44.2% | +49.2% | +11.3% |
| 6M | +4.6% | -38.6% | +43.2% | +9.2% |
| YTD | -3.5% | -28.0% | +24.5% | -1.4% |
| 1Y | +0.5% | +16.1% | -15.6% | -3.0% |
| 3Y | +24.8% | +84.0% | -59.2% | +9.1% |
| 5Y | +6.5% | -35.4% | +41.8% | +0.1% |
| All | +293.0% | +1,024.2% | -731.3% | +196.8% |
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