+4.6%
MKTX vs ARWR
+1,081.9%
-1,077.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -4.0% | +3.8% | 0.0% |
| 30D | +0.7% | -5.0% | +5.8% | +1.0% |
| 3M | +40.8% | +11.3% | +29.5% | +39.5% |
| 6M | -8.0% | +42.6% | -50.6% | -10.6% |
| YTD | -8.7% | +24.8% | -33.5% | -10.7% |
| 1Y | -11.8% | +178.8% | -190.6% | -18.9% |
| 3Y | -24.0% | +183.3% | -207.4% | -32.3% |
| 5Y | -60.3% | +29.5% | -89.8% | -63.5% |
| All | +4.6% | +1,081.9% | -1,077.3% | -15.9% |
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