+164.1%
MAR vs ARWR
-40.7%
+204.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.3% | +15.5% | +2.0% |
| 7D | +0.2% | -17.3% | +17.5% | +2.4% |
| 30D | +14.0% | -21.5% | +35.5% | +17.2% |
| 3M | +18.1% | -43.8% | +61.9% | +26.2% |
| 6M | +18.6% | -32.3% | +50.8% | +23.0% |
| YTD | +35.3% | -25.8% | +61.1% | +37.9% |
| 1Y | +44.5% | +25.5% | +19.0% | +36.5% |
| 3Y | +120.7% | +84.1% | +36.6% | +83.9% |
| 5Y | +164.1% | -39.2% | +203.3% | +139.5% |
| All | +164.1% | -40.7% | +204.8% | +139.5% |
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