-20.1%
RMD vs ARWR
+200.0%
-220.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | -4.5% | +2.9% | -7.3% | -4.5% |
| 30D | +4.6% | -2.9% | +7.5% | +4.7% |
| 3M | +14.8% | +15.2% | -0.5% | +14.3% |
| 6M | -12.1% | +42.3% | -54.3% | -13.0% |
| YTD | -7.5% | +28.2% | -35.7% | -8.7% |
| 1Y | -20.1% | +213.2% | -233.3% | -26.6% |
| All | -20.1% | +200.0% | -220.1% | -26.6% |
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