+19.9%
MA vs ARWR
+20.0%
0.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +1.8% | -17.7% | +19.5% | +2.3% |
| 30D | +11.8% | -21.9% | +33.7% | +12.5% |
| 3M | +17.2% | -44.5% | +61.7% | +18.9% |
| 6M | +33.4% | -32.6% | +66.0% | +34.0% |
| YTD | +16.1% | -26.2% | +42.3% | +15.1% |
| 1Y | +19.9% | +23.0% | -3.0% | +17.8% |
| All | +19.9% | +20.0% | 0.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling