+45.2%
PL vs ARWR
-31.6%
+76.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -15.3% | +29.8% | +18.4% |
| 7D | +10.9% | -17.3% | +28.2% | +15.4% |
| 30D | -16.4% | -21.5% | +5.2% | -11.7% |
| 3M | -39.9% | -43.8% | +3.9% | -31.2% |
| 6M | -63.2% | -32.3% | -30.9% | -59.9% |
| YTD | -27.1% | -25.8% | -1.3% | -23.6% |
| 1Y | +12.2% | +25.5% | -13.3% | +1.0% |
| 3Y | +584.3% | +84.1% | +500.1% | +396.3% |
| 5Y | +37.0% | -39.2% | +76.2% | +16.3% |
| All | +45.2% | -31.6% | +76.8% | +23.0% |
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