+1,028.7%
RMBS vs ARWR
-59.4%
+1,088.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.7% |
| 7D | +3.0% | -19.9% | +22.9% | +3.1% |
| 30D | -15.5% | -18.7% | +3.2% | -15.4% |
| 3M | -11.5% | -44.7% | +33.2% | -11.1% |
| 6M | -36.5% | -36.5% | 0.0% | -36.3% |
| YTD | -7.1% | -25.7% | +18.5% | -6.9% |
| 1Y | -18.7% | +18.9% | -37.6% | -18.8% |
| 3Y | +36.2% | +83.1% | -46.9% | +35.2% |
| 5Y | +252.0% | -34.9% | +286.9% | +250.8% |
| 10Y | +561.2% | +1,080.9% | -519.7% | +553.5% |
| All | +1,028.7% | -59.4% | +1,088.1% | +1,142.3% |
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