+158.6%
M vs ARWR
+81.3%
+77.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +5.0% | -17.7% | +22.7% | +8.1% |
| 30D | +10.6% | -21.9% | +32.5% | +14.8% |
| 3M | +1.6% | -44.5% | +46.1% | +11.6% |
| 6M | +30.8% | -32.6% | +63.4% | +37.9% |
| YTD | +16.9% | -26.2% | +43.1% | +20.4% |
| 1Y | +26.3% | +23.0% | +3.3% | +17.1% |
| 3Y | +158.6% | +81.8% | +76.9% | +103.3% |
| All | +158.6% | +81.3% | +77.3% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling