-5.5%
M vs ARWR
+906.2%
-911.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.8% |
| 30D | +1.3% | -5.4% | +6.7% | +2.1% |
| 3M | -7.4% | -32.2% | +24.9% | -2.1% |
| 6M | +18.3% | -26.5% | +44.9% | +22.8% |
| YTD | +7.6% | -12.4% | +20.0% | +8.2% |
| 1Y | +17.4% | +46.9% | -29.5% | +8.4% |
| 3Y | +108.4% | +116.0% | -7.6% | +71.0% |
| 5Y | -10.6% | -28.0% | +17.3% | -18.7% |
| All | -5.5% | +906.2% | -911.8% | -31.0% |
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 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