+568.4%
MA vs ARWR
+1,055.7%
-487.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +1.8% | -17.7% | +19.5% | +3.7% |
| 30D | +11.8% | -21.9% | +33.7% | +14.5% |
| 3M | +17.2% | -44.5% | +61.7% | +24.0% |
| 6M | +33.4% | -32.6% | +66.0% | +37.5% |
| YTD | +16.1% | -26.2% | +42.3% | +18.0% |
| 1Y | +19.9% | +23.0% | -3.0% | +14.5% |
| 3Y | +70.1% | +81.8% | -11.7% | +47.2% |
| 5Y | +89.6% | -36.0% | +125.7% | +78.3% |
| 10Y | +568.4% | +1,039.5% | -471.1% | +358.3% |
| All | +568.4% | +1,055.7% | -487.2% | +358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling