+92.3%
MA vs ARWR
-28.9%
+121.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +2.3% | -2.9% | +5.2% | +2.6% |
| 30D | +14.7% | -5.4% | +20.1% | +15.2% |
| 3M | +13.5% | -32.2% | +45.7% | +17.2% |
| 6M | +33.1% | -26.5% | +59.6% | +35.8% |
| YTD | +15.1% | -12.4% | +27.5% | +14.9% |
| 1Y | +18.7% | +46.9% | -28.1% | +11.9% |
| 3Y | +72.1% | +116.0% | -43.9% | +46.1% |
| All | +92.3% | -28.9% | +121.2% | +74.1% |
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