+583.8%
RF vs ARWR
-98.0%
+681.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -2.1% |
| 7D | -1.6% | -5.0% | +3.4% | -1.6% |
| 30D | +5.0% | -6.6% | +11.7% | +5.1% |
| 3M | -10.0% | -33.9% | +23.9% | -9.7% |
| 6M | +3.3% | -23.3% | +26.6% | +3.5% |
| YTD | +7.9% | -13.5% | +21.4% | +8.0% |
| 1Y | +21.2% | +42.5% | -21.3% | +20.8% |
| 3Y | +105.8% | +104.1% | +1.7% | +104.0% |
| 5Y | +43.7% | -28.8% | +72.6% | +43.1% |
| 10Y | +289.4% | +911.6% | -622.2% | +280.1% |
| All | +583.8% | -98.0% | +681.8% | +546.4% |
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