-11.0%
RMBS vs ARWR
+17.3%
-28.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.6% |
| 7D | +10.3% | -17.8% | +28.2% | +15.5% |
| 30D | -10.7% | -18.1% | +7.4% | -6.0% |
| 3M | -17.2% | -44.2% | +27.0% | -3.5% |
| 6M | -39.0% | -38.6% | -0.4% | -31.4% |
| YTD | -10.5% | -28.0% | +17.5% | -4.0% |
| 1Y | -11.0% | +16.1% | -27.1% | -11.7% |
| All | -11.0% | +17.3% | -28.3% | -11.7% |
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