+42,387.6%
RMD vs ARWR
-52.4%
+42,440.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +2.3% | -2.9% | +5.2% | +2.3% |
| 30D | +4.1% | -5.4% | +9.5% | +4.1% |
| 3M | +5.7% | -32.2% | +37.9% | +5.9% |
| 6M | +12.9% | -26.5% | +39.4% | +13.0% |
| YTD | -1.5% | -12.4% | +10.9% | -1.5% |
| 1Y | -4.8% | +46.9% | -51.6% | -5.0% |
| 3Y | +57.5% | +116.0% | -58.5% | +56.7% |
| 5Y | -5.5% | -28.0% | +22.5% | -5.8% |
| 10Y | +357.8% | +923.9% | -566.2% | +353.4% |
| All | +42,387.6% | -52.4% | +42,440.0% | +51,831.0% |
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