+3,202.7%
OMC vs ARWR
-98.0%
+3,300.8%
-61.2%
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 | +6.3% | -2.9% | +9.2% | +6.3% |
| 30D | +15.4% | -5.4% | +20.8% | +15.4% |
| 3M | +5.8% | -32.2% | +38.0% | +5.8% |
| 6M | +14.7% | -26.5% | +41.2% | +14.7% |
| YTD | +10.3% | -12.4% | +22.7% | +10.3% |
| 1Y | +23.2% | +46.9% | -23.6% | +23.2% |
| 3Y | +24.6% | +116.0% | -91.4% | +24.5% |
| 5Y | +50.1% | -28.0% | +78.0% | +49.9% |
| 10Y | +54.3% | +923.9% | -869.7% | +54.6% |
| All | +3,202.7% | -98.0% | +3,300.8% | +3,459.7% |
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 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