+238.6%
P vs ARWR
-28.9%
+267.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.3% |
| 7D | -23.8% | -2.9% | -20.9% | -23.2% |
| 30D | -36.6% | -5.4% | -31.2% | -35.8% |
| 3M | +10.9% | -32.2% | +43.1% | +18.9% |
| 6M | +30.0% | -26.5% | +56.5% | +36.5% |
| YTD | +44.4% | -12.4% | +56.8% | +45.5% |
| 1Y | +3.9% | +46.9% | -42.9% | -7.6% |
| 3Y | +176.6% | +116.0% | +60.6% | +103.5% |
| All | +238.6% | -28.9% | +267.6% | +220.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling