+346.4%
M vs ARWR
-98.0%
+444.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.6% |
| 7D | -4.3% | -2.9% | -1.4% | -4.3% |
| 30D | +1.3% | -5.4% | +6.7% | +1.3% |
| 3M | -7.4% | -32.2% | +24.9% | -7.1% |
| 6M | +18.3% | -26.5% | +44.9% | +18.6% |
| YTD | +7.6% | -12.4% | +20.0% | +7.6% |
| 1Y | +17.4% | +46.9% | -29.5% | +17.0% |
| 3Y | +108.4% | +116.0% | -7.6% | +106.7% |
| 5Y | -10.6% | -28.0% | +17.3% | -10.9% |
| 10Y | -3.2% | +923.9% | -927.1% | -4.8% |
| All | +346.4% | -98.0% | +444.4% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling