-22.2%
RMD vs ARWR
+29.5%
-51.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | -4.5% | +2.9% | -7.3% | -4.7% |
| 30D | +4.6% | -2.9% | +7.5% | +4.9% |
| 3M | +14.8% | +15.2% | -0.5% | +12.8% |
| 6M | -12.1% | +42.3% | -54.3% | -15.6% |
| YTD | -7.5% | +28.2% | -35.7% | -10.6% |
| 1Y | -20.1% | +213.2% | -233.3% | -30.5% |
| 3Y | +53.9% | +184.6% | -130.8% | +27.7% |
| 5Y | -22.2% | +29.2% | -51.5% | -32.7% |
| All | -22.2% | +29.5% | -51.8% | -32.7% |
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