+8,861.1%
LOW vs ARWR
-97.0%
+8,958.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | -7.0% | -0.7% | -6.4% | -7.0% |
| 3M | -0.9% | +14.9% | -15.8% | -1.0% |
| 6M | -20.1% | +32.6% | -52.7% | -20.2% |
| YTD | -13.9% | +30.0% | -44.0% | -14.0% |
| 1Y | -21.1% | +208.4% | -229.5% | -21.6% |
| 3Y | -6.6% | +208.8% | -215.4% | -7.3% |
| 5Y | +9.4% | +27.8% | -18.5% | +8.8% |
| 10Y | +220.5% | +1,107.6% | -887.1% | +216.5% |
| All | +8,861.1% | -97.0% | +8,958.2% | +10,777.4% |
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