-4.3%
M vs ARWR
+1,055.7%
-1,060.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +5.0% | -17.7% | +22.7% | +7.8% |
| 30D | +10.6% | -21.9% | +32.5% | +14.4% |
| 3M | +1.6% | -44.5% | +46.1% | +10.4% |
| 6M | +30.8% | -32.6% | +63.4% | +37.1% |
| YTD | +16.9% | -26.2% | +43.1% | +20.2% |
| 1Y | +26.3% | +23.0% | +3.3% | +19.0% |
| 3Y | +158.6% | +81.8% | +76.9% | +115.9% |
| 5Y | +2.1% | -36.0% | +38.1% | -5.7% |
| 10Y | -4.3% | +1,039.5% | -1,043.9% | -30.6% |
| All | -4.3% | +1,055.7% | -1,060.0% | -30.6% |
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