+41,132.7%
RMD vs ARWR
-29.3%
+41,162.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -5.0% | +1.7% | -6.7% | -5.0% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | +17.8% | +14.9% | +3.0% | +17.8% |
| 6M | -11.3% | +32.6% | -44.0% | -11.5% |
| YTD | -4.4% | +30.0% | -34.5% | -4.6% |
| 1Y | -15.7% | +208.4% | -224.1% | -16.1% |
| 3Y | +47.7% | +208.8% | -161.1% | +46.8% |
| 5Y | -19.2% | +27.8% | -47.0% | -19.6% |
| 10Y | +280.4% | +1,107.6% | -827.2% | +276.2% |
| All | +41,132.7% | -29.3% | +41,162.0% | +50,225.4% |
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