+27.4%
M vs ARWR
+28.5%
-1.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.7% | +1.7% | +3.0% | +4.3% |
| 30D | -9.6% | -0.7% | -9.0% | -9.6% |
| 3M | +0.9% | +14.9% | -14.0% | -3.3% |
| 6M | +22.3% | +32.6% | -10.4% | +12.4% |
| YTD | +6.5% | +30.0% | -23.5% | -2.1% |
| 1Y | +38.8% | +208.4% | -169.6% | +0.3% |
| 3Y | +115.9% | +208.8% | -92.9% | +37.3% |
| All | +27.4% | +28.5% | -1.1% | +0.1% |
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