+15.8%
Q vs ARWR
+47.0%
-31.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.8% | -0.6% | -5.7% |
| 7D | -10.3% | -5.0% | -5.3% | -9.1% |
| 30D | -17.7% | -6.6% | -11.0% | -16.2% |
| 3M | -18.8% | -33.9% | +15.1% | -11.0% |
| 6M | -24.8% | -23.3% | -1.5% | -20.7% |
| YTD | +35.0% | -13.5% | +48.5% | +37.9% |
| 1Y | +10.7% | +42.5% | -31.8% | +9.8% |
| All | +15.8% | +47.0% | -31.2% | +14.9% |
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