+256.3%
P vs ARWR
-40.7%
+297.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -15.3% | +21.6% | +9.1% |
| 7D | -9.6% | -17.3% | +7.7% | -6.6% |
| 30D | -33.4% | -21.5% | -11.9% | -30.6% |
| 3M | +14.2% | -43.8% | +58.0% | +26.2% |
| 6M | +31.6% | -32.3% | +63.8% | +39.8% |
| YTD | +53.5% | -25.8% | +79.3% | +58.8% |
| 1Y | +14.2% | +25.5% | -11.3% | +4.0% |
| 3Y | +190.5% | +84.1% | +106.4% | +118.9% |
| 5Y | +256.3% | -39.2% | +295.6% | +243.3% |
| All | +256.3% | -40.7% | +297.0% | +243.3% |
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