+5,241.4%
O vs ARWR
-85.7%
+5,327.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +3.7% | -2.9% | +6.6% | +3.7% |
| 30D | +11.2% | -5.4% | +16.6% | +11.2% |
| 3M | -4.0% | -32.2% | +28.3% | -3.9% |
| 6M | -5.2% | -26.5% | +21.3% | -5.2% |
| YTD | +9.5% | -12.4% | +21.9% | +9.5% |
| 1Y | +10.6% | +46.9% | -36.3% | +10.4% |
| 3Y | +38.1% | +116.0% | -77.9% | +37.4% |
| 5Y | +10.2% | -28.0% | +38.2% | +9.9% |
| 10Y | +71.4% | +923.9% | -852.5% | +69.6% |
| All | +5,241.4% | -85.7% | +5,327.0% | +5,181.9% |
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