-33.5%
MOD vs ARWR
+20.5%
-54.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -15.3% | +25.2% | +12.8% |
| 7D | -13.9% | -17.3% | +3.4% | -11.3% |
| 30D | -41.5% | -21.5% | -20.0% | -39.0% |
| 3M | -45.7% | -43.8% | -1.9% | -38.8% |
| 6M | -61.1% | -32.3% | -28.9% | -58.2% |
| YTD | -20.5% | -25.8% | +5.3% | -16.5% |
| All | -33.5% | +20.5% | -54.1% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling