+118.6%
M vs ARWR
+211.2%
-92.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.7% | +1.7% | +3.0% | +4.4% |
| 30D | -9.6% | -0.7% | -9.0% | -9.6% |
| 3M | +0.9% | +14.9% | -14.0% | -2.1% |
| 6M | +22.3% | +32.6% | -10.4% | +15.1% |
| YTD | +6.5% | +30.0% | -23.5% | +0.3% |
| 1Y | +38.8% | +208.4% | -169.6% | +10.0% |
| All | +118.6% | +211.2% | -92.6% | +55.8% |
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