+90.1%
RF vs ARWR
+28.5%
+61.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.3% | +1.7% | -0.4% | +1.1% |
| 30D | -3.6% | -0.7% | -3.0% | -3.6% |
| 3M | +8.1% | +14.9% | -6.8% | +5.6% |
| 6M | +11.5% | +32.6% | -21.2% | +6.4% |
| YTD | +15.6% | +30.0% | -14.5% | +10.3% |
| 1Y | +15.7% | +208.4% | -192.7% | -3.0% |
| 3Y | +86.9% | +208.8% | -121.9% | +45.9% |
| All | +90.1% | +28.5% | +61.6% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling