+7,566.7%
RTX vs ARWR
-98.0%
+7,664.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | -5.1% | -2.9% | -2.2% | -5.1% |
| 30D | +5.1% | -5.4% | +10.5% | +5.2% |
| 3M | -14.8% | -32.2% | +17.4% | -14.7% |
| 6M | +8.0% | -26.5% | +34.6% | +8.1% |
| YTD | +4.5% | -12.4% | +16.9% | +4.5% |
| 1Y | +9.8% | +46.9% | -37.0% | +9.6% |
| 3Y | +144.2% | +116.0% | +28.2% | +143.0% |
| 5Y | +131.4% | -28.0% | +159.4% | +130.8% |
| 10Y | +273.3% | +923.9% | -650.7% | +269.4% |
| All | +7,566.7% | -98.0% | +7,664.8% | +7,609.3% |
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