+236.2%
RMBS vs ARWR
-39.6%
+275.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -8.4% | -17.7% | +9.3% | -4.2% |
| 30D | -24.9% | -21.9% | -2.9% | -20.3% |
| 3M | -15.8% | -44.5% | +28.7% | -2.9% |
| 6M | -37.5% | -32.6% | -4.9% | -32.1% |
| YTD | -12.1% | -26.2% | +14.1% | -6.8% |
| 1Y | -27.0% | +23.0% | -49.9% | -32.7% |
| 3Y | +28.8% | +81.8% | -52.9% | -2.5% |
| 5Y | +236.2% | -36.0% | +272.3% | +211.5% |
| All | +236.2% | -39.6% | +275.8% | +211.5% |
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