+1,045.3%
MKTX vs ARWR
+88.9%
+956.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.2% | -17.8% | +18.1% | +1.3% |
| 30D | +0.9% | -18.1% | +19.1% | +2.0% |
| 3M | +2.6% | -44.2% | +46.8% | +5.8% |
| 6M | +20.4% | -38.6% | +59.1% | +23.3% |
| YTD | -7.1% | -28.0% | +21.0% | -6.1% |
| 1Y | -2.8% | +16.1% | -18.9% | -4.8% |
| 3Y | -21.7% | +84.0% | -105.7% | -27.5% |
| 5Y | -54.5% | -35.4% | -19.1% | -56.0% |
| 10Y | +13.0% | +1,043.1% | -1,030.1% | -13.0% |
| All | +1,045.3% | +88.9% | +956.4% | +686.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling