+32,828.9%
MSFT vs ARWR
-97.0%
+32,925.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | +2.7% | -0.7% | +3.4% | +2.7% |
| 3M | +17.0% | +14.9% | +2.1% | +16.9% |
| 6M | +23.8% | +32.6% | -8.8% | +23.7% |
| YTD | +4.0% | +30.0% | -26.1% | +3.9% |
| 1Y | -0.8% | +208.4% | -209.2% | -1.2% |
| 3Y | +55.6% | +208.8% | -153.2% | +54.8% |
| 5Y | +72.9% | +27.8% | +45.1% | +72.2% |
| 10Y | +875.8% | +1,107.6% | -231.7% | +869.1% |
| All | +32,828.9% | -97.0% | +32,925.9% | +35,788.8% |
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 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