+13,824.2%
MA vs ARWR
+61.4%
+13,762.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.7% | +1.7% | -4.4% | -2.8% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +20.4% | +14.9% | +5.6% | +18.9% |
| 6M | +11.1% | +32.6% | -21.5% | +8.4% |
| YTD | +2.0% | +30.0% | -28.1% | -0.6% |
| 1Y | -2.2% | +208.4% | -210.5% | -10.8% |
| 3Y | +41.9% | +208.8% | -166.9% | +25.3% |
| 5Y | +75.4% | +27.8% | +47.5% | +61.0% |
| 10Y | +527.5% | +1,107.6% | -580.0% | +371.3% |
| All | +13,824.2% | +61.4% | +13,762.8% | +10,299.6% |
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