+10,137.5%
LOW vs ARWR
-98.3%
+10,235.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.3% | +18.7% | +3.4% |
| 7D | +6.4% | -17.3% | +23.7% | +6.5% |
| 30D | +25.6% | -21.5% | +47.1% | +25.7% |
| 3M | +4.6% | -43.8% | +48.4% | +4.8% |
| 6M | +2.5% | -32.3% | +34.8% | +2.7% |
| YTD | -1.6% | -25.8% | +24.2% | -1.6% |
| 1Y | +1.7% | +25.5% | -23.8% | +1.6% |
| 3Y | +29.4% | +84.1% | -54.7% | +28.8% |
| 5Y | +9.6% | -39.2% | +48.8% | +9.4% |
| 10Y | +313.3% | +1,072.4% | -759.0% | +308.9% |
| All | +10,137.5% | -98.3% | +10,235.8% | +12,355.7% |
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