+1,027.2%
MKTX vs ARWR
+241.3%
+785.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +1.1% | -0.7% | +1.7% | +1.1% |
| 3M | +36.1% | +14.9% | +21.2% | +34.7% |
| 6M | -12.9% | +32.6% | -45.5% | -14.7% |
| YTD | -8.5% | +30.0% | -38.6% | -10.5% |
| 1Y | -7.5% | +208.4% | -215.9% | -14.5% |
| 3Y | -28.3% | +208.8% | -237.1% | -35.5% |
| 5Y | -63.3% | +27.8% | -91.1% | -65.8% |
| 10Y | +4.5% | +1,107.6% | -1,103.0% | -20.1% |
| All | +1,027.2% | +241.3% | +785.9% | +649.8% |
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