+239.8%
RF vs ARWR
+1,055.7%
-815.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.3% | -17.7% | +18.0% | +2.4% |
| 30D | +6.2% | -21.9% | +28.1% | +8.9% |
| 3M | -7.8% | -44.5% | +36.7% | -1.9% |
| 6M | +5.9% | -32.6% | +38.5% | +9.6% |
| YTD | +9.0% | -26.2% | +35.2% | +11.1% |
| 1Y | +19.3% | +23.0% | -3.7% | +13.8% |
| 3Y | +116.4% | +81.8% | +34.7% | +87.2% |
| 5Y | +46.0% | -36.0% | +82.1% | +36.5% |
| 10Y | +239.8% | +1,039.5% | -799.7% | +158.3% |
| All | +239.8% | +1,055.7% | -815.9% | +158.3% |
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