+73.5%
MSFT vs ARWR
+28.5%
+45.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | +2.7% | -0.7% | +3.4% | +2.7% |
| 3M | +17.0% | +14.9% | +2.1% | +14.5% |
| 6M | +23.8% | +32.6% | -8.8% | +18.6% |
| YTD | +4.0% | +30.0% | -26.1% | -0.5% |
| 1Y | -0.8% | +208.4% | -209.2% | -16.5% |
| 3Y | +55.6% | +208.8% | -153.2% | +21.2% |
| All | +73.5% | +28.5% | +45.0% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling