+233.8%
LOW vs ARWR
+978.7%
-744.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -0.6% | -3.2% | +2.6% | -0.3% |
| 30D | -9.3% | -6.5% | -2.8% | -8.7% |
| 3M | -8.1% | +12.7% | -20.8% | -9.5% |
| 6M | -19.8% | +36.2% | -56.0% | -22.8% |
| YTD | -16.4% | +24.5% | -40.8% | -19.0% |
| 1Y | -24.7% | +198.0% | -222.6% | -34.0% |
| 3Y | -8.8% | +176.4% | -185.2% | -23.1% |
| 5Y | +7.8% | +26.6% | -18.8% | -5.0% |
| 10Y | +233.8% | +1,054.1% | -820.2% | +144.8% |
| All | +233.8% | +978.7% | -744.9% | +144.8% |
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