+21.2%
RF vs ARWR
+44.4%
-23.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -0.9% | -2.9% | +2.0% | -0.7% |
| 30D | +6.0% | -5.4% | +11.4% | +6.5% |
| 3M | -8.9% | -32.2% | +23.3% | -6.2% |
| 6M | +2.3% | -26.5% | +28.9% | +4.5% |
| YTD | +7.6% | -12.4% | +20.0% | +6.6% |
| 1Y | +21.2% | +46.9% | -25.7% | +15.6% |
| All | +21.2% | +44.4% | -23.3% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling