+1.9%
META vs ARWR
+20.0%
-18.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +3.3% | -17.7% | +21.0% | +3.8% |
| 30D | -10.8% | -21.9% | +11.2% | -10.2% |
| 3M | +7.9% | -44.5% | +52.4% | +9.8% |
| 6M | +5.4% | -32.6% | +38.0% | +5.3% |
| YTD | -2.6% | -26.2% | +23.6% | -4.4% |
| 1Y | +1.9% | +23.0% | -21.1% | +1.2% |
| All | +1.9% | +20.0% | -18.1% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling