+7.4%
O vs ARWR
-34.9%
+42.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.8% |
| 7D | -0.4% | -17.8% | +17.5% | +0.8% |
| 30D | +7.1% | -18.1% | +25.3% | +8.4% |
| 3M | -5.2% | -44.2% | +38.9% | -1.8% |
| 6M | -1.8% | -38.6% | +36.9% | +0.9% |
| YTD | +9.1% | -28.0% | +37.1% | +10.3% |
| 1Y | +9.7% | +16.1% | -6.5% | +6.4% |
| 3Y | +39.1% | +84.0% | -44.8% | +24.8% |
| All | +7.4% | -34.9% | +42.2% | -1.7% |
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