+686.6%
P vs ARWR
+906.2%
-219.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.3% |
| 7D | -23.8% | -2.9% | -20.9% | -23.3% |
| 30D | -36.6% | -5.4% | -31.2% | -35.9% |
| 3M | +10.9% | -32.2% | +43.1% | +18.3% |
| 6M | +30.0% | -26.5% | +56.5% | +36.0% |
| YTD | +44.4% | -12.4% | +56.8% | +45.4% |
| 1Y | +3.9% | +46.9% | -42.9% | -6.1% |
| 3Y | +176.6% | +116.0% | +60.6% | +116.8% |
| 5Y | +249.3% | -28.0% | +277.2% | +214.4% |
| All | +686.6% | +906.2% | -219.6% | +429.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling