+15,614.6%
MA vs ARWR
+8.7%
+15,605.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +2.3% | -2.9% | +5.2% | +2.5% |
| 30D | +14.7% | -5.4% | +20.1% | +15.1% |
| 3M | +13.5% | -32.2% | +45.7% | +16.3% |
| 6M | +33.1% | -26.5% | +59.6% | +35.2% |
| YTD | +15.1% | -12.4% | +27.5% | +15.1% |
| 1Y | +18.7% | +46.9% | -28.1% | +14.1% |
| 3Y | +72.1% | +116.0% | -43.9% | +55.7% |
| 5Y | +92.8% | -28.0% | +120.8% | +84.0% |
| 10Y | +571.6% | +923.9% | -352.3% | +412.3% |
| All | +15,614.6% | +8.7% | +15,605.9% | +11,940.2% |
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