+110.3%
MO vs ARWR
+1,080.6%
-970.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | +5.8% | -7.3% | +13.0% | +5.9% |
| 3M | -4.5% | +17.0% | -21.5% | -4.9% |
| 6M | +5.7% | +39.8% | -34.1% | +4.9% |
| YTD | +23.1% | +24.7% | -1.5% | +22.4% |
| 1Y | +10.9% | +186.5% | -175.6% | +8.0% |
| 3Y | +96.1% | +176.8% | -80.7% | +89.2% |
| 5Y | +100.1% | +29.3% | +70.7% | +94.9% |
| All | +110.3% | +1,080.6% | -970.3% | +92.4% |
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