+39.1%
O vs ARWR
+79.8%
-40.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.8% |
| 7D | -0.4% | -17.8% | +17.5% | +0.3% |
| 30D | +7.1% | -18.1% | +25.3% | +7.9% |
| 3M | -5.2% | -44.2% | +38.9% | -3.2% |
| 6M | -1.8% | -38.6% | +36.9% | -0.2% |
| YTD | +9.1% | -28.0% | +37.1% | +9.8% |
| 1Y | +9.7% | +16.1% | -6.5% | +7.4% |
| 3Y | +39.1% | +84.0% | -44.8% | +30.2% |
| All | +39.1% | +79.8% | -40.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling