+632.2%
RF vs ARWR
-97.0%
+729.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.3% | +1.7% | -0.4% | +1.3% |
| 30D | -3.6% | -0.7% | -3.0% | -3.6% |
| 3M | +8.1% | +14.9% | -6.8% | +7.9% |
| 6M | +11.5% | +32.6% | -21.2% | +11.2% |
| YTD | +15.6% | +30.0% | -14.5% | +15.3% |
| 1Y | +15.7% | +208.4% | -192.7% | +14.6% |
| 3Y | +86.9% | +208.8% | -121.9% | +84.6% |
| 5Y | +89.8% | +27.8% | +62.0% | +88.2% |
| 10Y | +344.7% | +1,107.6% | -762.9% | +333.1% |
| All | +632.2% | -97.0% | +729.2% | +590.1% |
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 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