+0.5%
M vs ARWR
+921.6%
-921.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -15.3% | +23.4% | +10.4% |
| 7D | +2.5% | -17.3% | +19.9% | +5.2% |
| 30D | +10.1% | -21.5% | +31.6% | +13.7% |
| 3M | -0.9% | -43.8% | +42.9% | +7.4% |
| 6M | +30.2% | -32.3% | +62.4% | +36.3% |
| YTD | +16.3% | -25.8% | +42.1% | +19.4% |
| 1Y | +27.0% | +25.5% | +1.4% | +19.3% |
| 3Y | +154.5% | +84.1% | +70.3% | +112.0% |
| 5Y | -1.1% | -39.2% | +38.2% | -8.2% |
| 10Y | +0.5% | +1,072.4% | -1,071.9% | -27.2% |
| All | +0.5% | +921.6% | -921.1% | -27.2% |
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