+124.3%
MOD vs ARWR
+103.1%
+21.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.8% | -0.5% | -5.6% |
| 7D | -34.2% | -5.0% | -29.1% | -33.4% |
| 30D | -51.9% | -6.6% | -45.2% | -51.2% |
| 3M | -53.0% | -33.9% | -19.2% | -48.4% |
| 6M | -66.4% | -23.3% | -43.0% | -64.5% |
| YTD | -31.5% | -13.5% | -18.1% | -30.2% |
| 1Y | -39.6% | +42.5% | -82.1% | -46.0% |
| All | +124.3% | +103.1% | +21.2% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling