+1,030.0%
RMBS vs ARWR
-29.0%
+1,059.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | -12.2% | -0.7% | -11.5% | -12.2% |
| 3M | -49.5% | +14.9% | -64.4% | -49.6% |
| 6M | -7.1% | +32.6% | -39.8% | -7.4% |
| YTD | -7.0% | +30.0% | -37.0% | -7.2% |
| 1Y | +13.3% | +208.4% | -195.0% | +12.3% |
| 3Y | +49.2% | +208.8% | -159.5% | +47.6% |
| 5Y | +250.0% | +27.8% | +222.1% | +247.0% |
| 10Y | +495.1% | +1,107.6% | -612.4% | +485.8% |
| All | +1,030.0% | -29.0% | +1,059.0% | +1,138.2% |
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