+32.6%
NET vs ARWR
-23.0%
+55.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -3.7% |
| 7D | -16.4% | +2.4% | -18.8% | -17.0% |
| 30D | -25.8% | -1.1% | -24.7% | -25.6% |
| 3M | -11.5% | -31.2% | +19.7% | -0.9% |
| 6M | +18.9% | -19.3% | +38.2% | +24.6% |
| YTD | +35.2% | -7.1% | +42.4% | +32.6% |
| 1Y | +14.5% | +62.9% | -48.4% | -11.2% |
| 3Y | +313.8% | +119.0% | +194.8% | +127.2% |
| 5Y | +32.6% | -24.4% | +57.0% | +30.9% |
| All | +32.6% | -23.0% | +55.5% | +30.9% |
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 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