+5,387.7%
O vs ARWR
-78.7%
+5,466.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | +3.8% | +14.9% | -11.0% | +3.8% |
| 6M | -4.7% | +32.6% | -37.4% | -4.9% |
| YTD | +12.5% | +30.0% | -17.6% | +12.3% |
| 1Y | +10.8% | +208.4% | -197.5% | +10.3% |
| 3Y | +28.8% | +208.8% | -180.0% | +28.0% |
| 5Y | +13.2% | +27.8% | -14.6% | +12.7% |
| 10Y | +53.5% | +1,107.6% | -1,054.1% | +51.7% |
| All | +5,387.7% | -78.7% | +5,466.5% | +5,319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling