+652.6%
P vs ARWR
+1,055.7%
-403.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -13.3% | -17.7% | +4.4% | -10.6% |
| 30D | -34.0% | -21.9% | -12.1% | -31.3% |
| 3M | +4.1% | -44.5% | +48.6% | +14.7% |
| 6M | +30.5% | -32.6% | +63.1% | +38.3% |
| YTD | +52.2% | -26.2% | +78.4% | +57.3% |
| 1Y | +10.3% | +23.0% | -12.7% | +2.1% |
| 3Y | +180.9% | +81.8% | +99.1% | +124.4% |
| 5Y | +259.7% | -36.0% | +295.7% | +228.7% |
| 10Y | +652.6% | +1,039.5% | -386.9% | +398.0% |
| All | +652.6% | +1,055.7% | -403.0% | +398.0% |
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