+107.3%
META vs ARWR
+211.2%
-104.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +1.7% | +5.0% | +6.5% |
| 30D | +4.8% | -0.7% | +5.4% | +4.8% |
| 3M | -1.6% | +14.9% | -16.5% | -3.7% |
| 6M | -7.5% | +32.6% | -40.1% | -11.3% |
| YTD | -6.4% | +30.0% | -36.4% | -10.3% |
| 1Y | -17.3% | +208.4% | -225.7% | -29.8% |
| All | +107.3% | +211.2% | -104.0% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling