+23.1%
Q vs ARWR
+48.7%
-25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.0% |
| 7D | +0.3% | -2.9% | +3.2% | +1.1% |
| 30D | -9.8% | -5.4% | -4.4% | -8.5% |
| 3M | -12.2% | -32.2% | +20.0% | -4.3% |
| 6M | -21.6% | -26.5% | +4.9% | -16.7% |
| YTD | +43.6% | -12.4% | +56.0% | +46.2% |
| 1Y | +25.7% | +46.9% | -21.2% | +24.4% |
| All | +23.1% | +48.7% | -25.7% | +21.8% |
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