-2.4%
M vs ARWR
-36.3%
+33.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | -3.3% | -19.9% | +16.6% | +1.2% |
| 30D | +8.1% | -18.7% | +26.8% | +12.6% |
| 3M | +2.2% | -44.7% | +46.9% | +16.1% |
| 6M | +35.1% | -36.5% | +71.6% | +47.2% |
| YTD | +15.8% | -25.7% | +41.5% | +20.1% |
| 1Y | +25.8% | +18.9% | +6.9% | +14.3% |
| 3Y | +156.2% | +83.1% | +73.2% | +83.1% |
| 5Y | -2.4% | -34.9% | +32.5% | -3.6% |
| All | -2.4% | -36.3% | +33.9% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling