+35.8%
MSCI vs ARWR
+79.8%
-44.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +3.0% | -17.8% | +20.8% | +4.4% |
| 30D | +17.8% | -18.1% | +35.9% | +19.4% |
| 3M | +15.2% | -44.2% | +59.4% | +19.9% |
| 6M | +16.5% | -38.6% | +55.1% | +20.0% |
| YTD | +16.4% | -28.0% | +44.4% | +17.8% |
| 1Y | +16.8% | +16.1% | +0.7% | +13.0% |
| 3Y | +35.8% | +84.0% | -48.2% | +16.9% |
| All | +35.8% | +79.8% | -44.1% | +16.9% |
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