+827.7%
PODD vs ARWR
-23.4%
+851.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -4.4% | -17.7% | +13.3% | -2.6% |
| 30D | +9.4% | -21.9% | +31.4% | +12.0% |
| 3M | +3.6% | -44.5% | +48.2% | +9.5% |
| 6M | -4.0% | -32.6% | +28.6% | -1.0% |
| YTD | -47.9% | -26.2% | -21.7% | -47.1% |
| 1Y | -53.8% | +23.0% | -76.7% | -55.8% |
| 3Y | -4.5% | +81.8% | -86.3% | -16.1% |
| 5Y | -51.9% | -36.0% | -15.8% | -54.1% |
| 10Y | +308.9% | +1,039.5% | -730.6% | +181.3% |
| All | +827.7% | -23.4% | +851.1% | +592.1% |
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