+449.6%
P vs ARWR
+834.3%
-384.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.8% | -9.6% | -15.3% |
| 7D | -31.9% | -5.0% | -26.9% | -31.2% |
| 30D | -36.5% | -6.6% | -29.9% | -35.7% |
| 3M | +11.6% | -33.9% | +45.5% | +19.3% |
| 6M | +25.2% | -23.3% | +48.5% | +29.9% |
| YTD | +39.4% | -13.5% | +52.9% | +40.7% |
| 1Y | -3.7% | +42.5% | -46.2% | -12.2% |
| 3Y | +167.3% | +104.1% | +63.2% | +113.4% |
| 5Y | +237.3% | -28.8% | +266.2% | +205.4% |
| 10Y | +698.6% | +911.6% | -213.0% | +417.1% |
| All | +449.6% | +834.3% | -384.7% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling