+88.5%
MA vs ARWR
-34.9%
+123.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +1.3% | -17.8% | +19.1% | +3.0% |
| 30D | +9.6% | -18.1% | +27.7% | +11.4% |
| 3M | +16.8% | -44.2% | +61.0% | +22.6% |
| 6M | +35.2% | -38.6% | +73.8% | +40.1% |
| YTD | +16.6% | -28.0% | +44.6% | +18.3% |
| 1Y | +19.8% | +16.1% | +3.6% | +15.1% |
| 3Y | +70.7% | +84.0% | -13.3% | +45.9% |
| All | +88.5% | -34.9% | +123.4% | +71.9% |
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