+62.4%
MSFT vs ARWR
-34.9%
+97.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | -1.3% | -17.8% | +16.6% | +0.7% |
| 30D | -1.8% | -18.1% | +16.3% | +0.2% |
| 3M | +5.6% | -44.2% | +49.8% | +12.3% |
| 6M | +29.8% | -38.6% | +68.5% | +35.7% |
| YTD | +9.0% | -28.0% | +37.0% | +10.9% |
| 1Y | +4.9% | +16.1% | -11.2% | -0.6% |
| 3Y | +46.2% | +84.0% | -37.8% | +19.2% |
| All | +62.4% | -34.9% | +97.3% | +49.8% |
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