+441.9%
MAR vs ARWR
+978.7%
-536.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -0.5% | -3.2% | +2.7% | -0.1% |
| 30D | -4.7% | -6.5% | +1.8% | -4.0% |
| 3M | -15.6% | +12.7% | -28.3% | -17.1% |
| 6M | +1.2% | +36.2% | -35.0% | -3.0% |
| YTD | +7.5% | +24.5% | -17.0% | +3.8% |
| 1Y | +26.6% | +198.0% | -171.4% | +9.6% |
| 3Y | +66.0% | +176.4% | -110.4% | +37.7% |
| 5Y | +154.1% | +26.6% | +127.5% | +121.4% |
| 10Y | +441.9% | +1,054.1% | -612.2% | +294.9% |
| All | +441.9% | +978.7% | -536.9% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling