+272.5%
RF vs ARWR
+906.2%
-633.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -0.9% | -2.9% | +2.0% | -0.6% |
| 30D | +6.0% | -5.4% | +11.4% | +6.6% |
| 3M | -8.9% | -32.2% | +23.3% | -5.2% |
| 6M | +2.3% | -26.5% | +28.9% | +5.0% |
| YTD | +7.6% | -12.4% | +20.0% | +7.7% |
| 1Y | +21.2% | +46.9% | -25.7% | +13.9% |
| 3Y | +108.5% | +116.0% | -7.4% | +78.7% |
| 5Y | +43.2% | -28.0% | +71.2% | +32.6% |
| All | +272.5% | +906.2% | -633.7% | +192.1% |
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 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