+47.6%
MSFT vs ARWR
+81.3%
-33.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +2.3% | -17.7% | +20.0% | +3.3% |
| 30D | -0.4% | -21.9% | +21.6% | +0.8% |
| 3M | +5.6% | -44.5% | +50.1% | +8.6% |
| 6M | +29.0% | -32.6% | +61.5% | +31.0% |
| YTD | +10.9% | -26.2% | +37.1% | +11.6% |
| 1Y | +6.2% | +23.0% | -16.7% | +2.8% |
| 3Y | +47.6% | +81.8% | -34.1% | +31.9% |
| All | +47.6% | +81.3% | -33.7% | +31.9% |
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