+378.3%
MOD vs ARWR
-98.0%
+476.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.8% | -0.5% | -7.2% |
| 7D | -34.2% | -5.0% | -29.1% | -34.1% |
| 30D | -51.9% | -6.6% | -45.2% | -51.9% |
| 3M | -53.0% | -33.9% | -19.2% | -52.9% |
| 6M | -66.4% | -23.3% | -43.0% | -66.3% |
| YTD | -31.5% | -13.5% | -18.1% | -31.5% |
| 1Y | -39.6% | +42.5% | -82.1% | -39.8% |
| 3Y | +116.8% | +104.1% | +12.7% | +115.0% |
| 5Y | +713.8% | -28.8% | +742.6% | +710.8% |
| 10Y | +882.7% | +911.6% | -28.9% | +857.3% |
| All | +378.3% | -98.0% | +476.3% | +393.5% |
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