+33.0%
Q vs ARWR
+111.9%
-78.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.9% | -4.0% | +9.0% | +5.9% |
| 30D | -11.0% | -5.0% | -5.9% | -10.0% |
| 3M | -15.2% | +11.3% | -26.5% | -17.7% |
| 6M | +8.8% | +42.6% | -33.8% | +0.8% |
| YTD | +55.1% | +24.8% | +30.3% | +45.9% |
| All | +33.0% | +111.9% | -78.9% | +21.6% |
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