+8.4%
LOW vs ARWR
+29.5%
-21.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +0.4% | +2.9% | -2.5% | 0.0% |
| 30D | -10.1% | -2.9% | -7.2% | -9.8% |
| 3M | -2.9% | +15.2% | -18.1% | -5.1% |
| 6M | -19.4% | +42.3% | -61.7% | -23.7% |
| YTD | -15.4% | +28.2% | -43.6% | -19.1% |
| 1Y | -24.9% | +213.2% | -238.2% | -37.4% |
| 3Y | -7.8% | +184.6% | -192.5% | -26.8% |
| 5Y | +8.4% | +29.2% | -20.9% | -9.0% |
| All | +8.4% | +29.5% | -21.2% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling