+82.7%
O vs ARWR
+1,055.7%
-972.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +3.5% | -17.7% | +21.2% | +4.8% |
| 30D | +10.4% | -21.9% | +32.3% | +12.1% |
| 3M | -2.4% | -44.5% | +42.1% | +1.3% |
| 6M | -1.2% | -32.6% | +31.4% | +0.9% |
| YTD | +10.4% | -26.2% | +36.6% | +11.6% |
| 1Y | +11.4% | +23.0% | -11.5% | +8.0% |
| 3Y | +40.4% | +81.8% | -41.4% | +27.8% |
| 5Y | +12.1% | -36.0% | +48.2% | +7.2% |
| 10Y | +82.7% | +1,039.5% | -956.8% | +51.1% |
| All | +82.7% | +1,055.7% | -972.9% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling