+270.9%
RMBS vs ARWR
+25.7%
+245.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +3.5% | -3.2% | +6.7% | +4.3% |
| 30D | -8.6% | -6.5% | -2.1% | -7.1% |
| 3M | -40.3% | +12.7% | -53.0% | -42.5% |
| 6M | -1.0% | +36.2% | -37.2% | -9.0% |
| YTD | -4.6% | +24.5% | -29.1% | -10.7% |
| 1Y | +17.6% | +198.0% | -180.4% | -12.1% |
| 3Y | +58.6% | +176.4% | -117.7% | +8.7% |
| 5Y | +270.9% | +26.6% | +244.4% | +183.1% |
| All | +270.9% | +25.7% | +245.3% | +183.1% |
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 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