+403.1%
PL vs ARWR
+103.1%
+300.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.8% | -3.3% | -8.5% |
| 7D | -20.5% | -5.0% | -15.5% | -19.5% |
| 30D | -38.8% | -6.6% | -32.1% | -37.7% |
| 3M | -49.1% | -33.9% | -15.2% | -44.0% |
| 6M | -69.4% | -23.3% | -46.1% | -67.6% |
| YTD | -42.3% | -13.5% | -28.9% | -41.2% |
| 1Y | -14.2% | +42.5% | -56.7% | -23.2% |
| All | +403.1% | +103.1% | +300.0% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling