+50.3%
O vs ARWR
+1,075.6%
-1,025.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.6% | +2.9% | -3.4% | -0.8% |
| 30D | -2.0% | -2.9% | +0.9% | -1.8% |
| 3M | +3.0% | +15.2% | -12.2% | +1.6% |
| 6M | -3.6% | +42.3% | -45.9% | -6.6% |
| YTD | +12.1% | +28.2% | -16.1% | +9.2% |
| 1Y | +8.9% | +213.2% | -204.4% | -1.5% |
| 3Y | +30.3% | +184.6% | -154.3% | +14.7% |
| 5Y | +13.7% | +29.2% | -15.5% | +3.4% |
| 10Y | +50.3% | +1,012.5% | -962.3% | +23.1% |
| All | +50.3% | +1,075.6% | -1,025.3% | +23.1% |
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