-54.6%
MKTX vs ARWR
-34.9%
-19.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.2% | -17.8% | +18.1% | +1.5% |
| 30D | +0.9% | -18.1% | +19.1% | +2.2% |
| 3M | +2.6% | -44.2% | +46.8% | +6.6% |
| 6M | +20.4% | -38.6% | +59.1% | +23.9% |
| YTD | -7.1% | -28.0% | +21.0% | -5.9% |
| 1Y | -2.8% | +16.1% | -18.9% | -6.0% |
| 3Y | -21.7% | +84.0% | -105.7% | -30.6% |
| All | -54.6% | -34.9% | -19.7% | -56.0% |
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