-60.3%
MKTX vs ARWR
+26.2%
-86.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +1.0% | -6.5% | +7.4% | +1.4% |
| 3M | +40.8% | +12.7% | +28.1% | +39.3% |
| 6M | -10.9% | +36.2% | -47.1% | -13.4% |
| YTD | -8.6% | +24.5% | -33.1% | -10.7% |
| 1Y | -11.6% | +198.0% | -209.5% | -20.3% |
| 3Y | -24.5% | +176.4% | -200.9% | -33.8% |
| All | -60.3% | +26.2% | -86.4% | -63.6% |
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