+14.9%
O vs ARWR
+28.5%
-13.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | +3.8% | +14.9% | -11.0% | +2.6% |
| 6M | -4.7% | +32.6% | -37.4% | -7.0% |
| YTD | +12.5% | +30.0% | -17.6% | +9.7% |
| 1Y | +10.8% | +208.4% | -197.5% | +0.5% |
| 3Y | +28.8% | +208.8% | -180.0% | +12.4% |
| All | +14.9% | +28.5% | -13.6% | +2.1% |
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 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