+906.4%
MOD vs ARWR
+906.2%
+0.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.5% |
| 7D | -25.5% | -2.9% | -22.6% | -25.3% |
| 30D | -49.0% | -5.4% | -43.6% | -48.7% |
| 3M | -49.8% | -32.2% | -17.6% | -47.2% |
| 6M | -64.8% | -26.5% | -38.3% | -63.4% |
| YTD | -27.6% | -12.4% | -15.2% | -26.8% |
| 1Y | -35.2% | +46.9% | -82.1% | -39.3% |
| 3Y | +137.1% | +116.0% | +21.2% | +101.7% |
| 5Y | +760.3% | -28.0% | +788.2% | +691.5% |
| All | +906.4% | +906.2% | +0.1% | +593.8% |
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 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