+649.0%
P vs ARWR
+1,009.4%
-360.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +4.2% |
| 7D | +17.8% | -17.9% | +35.8% | +21.4% |
| 30D | -29.9% | -18.9% | -11.0% | -27.4% |
| 3M | -1.2% | -46.0% | +44.8% | +9.3% |
| 6M | +32.1% | -40.3% | +72.5% | +42.9% |
| YTD | +64.3% | -29.0% | +93.3% | +70.9% |
| 1Y | +24.3% | +13.8% | +10.4% | +16.6% |
| 3Y | +203.2% | +74.9% | +128.3% | +143.8% |
| 5Y | +290.4% | -36.2% | +326.7% | +256.9% |
| All | +649.0% | +1,009.4% | -360.4% | +397.8% |
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