+11.2%
P vs ARWR
+20.5%
-9.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -15.3% | +21.6% | +7.2% |
| 7D | -9.6% | -17.3% | +7.7% | -8.5% |
| 30D | -33.4% | -21.5% | -11.9% | -32.5% |
| 3M | +14.2% | -43.8% | +58.0% | +17.6% |
| 6M | +31.6% | -32.3% | +63.8% | +34.8% |
| YTD | +53.5% | -25.8% | +79.3% | +57.8% |
| All | +11.2% | +20.5% | -9.3% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling