+10,115.4%
LOW vs ARWR
-98.3%
+10,213.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | +1.0% | -19.9% | +20.9% | +1.1% |
| 30D | +25.6% | -18.7% | +44.3% | +25.7% |
| 3M | +5.3% | -44.7% | +50.0% | +5.6% |
| 6M | +3.7% | -36.5% | +40.2% | +3.9% |
| YTD | -1.9% | -25.7% | +23.8% | -1.8% |
| 1Y | +0.6% | +18.9% | -18.4% | +0.4% |
| 3Y | +26.4% | +83.1% | -56.7% | +25.8% |
| 5Y | +10.1% | -34.9% | +45.0% | +9.9% |
| 10Y | +301.3% | +1,080.9% | -779.6% | +297.0% |
| All | +10,115.4% | -98.3% | +10,213.7% | +12,328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling