+84.9%
RUN vs ARWR
+1,055.7%
-970.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -10.4% |
| 7D | +0.3% | -17.7% | +18.0% | +5.1% |
| 30D | +14.0% | -21.9% | +35.9% | +21.0% |
| 3M | -11.8% | -44.5% | +32.8% | +2.5% |
| 6M | -40.4% | -32.6% | -7.8% | -35.1% |
| YTD | -52.7% | -26.2% | -26.5% | -50.3% |
| 1Y | -52.5% | +23.0% | -75.5% | -57.5% |
| 3Y | -7.7% | +81.8% | -89.5% | -31.5% |
| 5Y | -83.9% | -36.0% | -47.8% | -85.2% |
| 10Y | +84.9% | +1,039.5% | -954.6% | +13.7% |
| All | +84.9% | +1,055.7% | -970.7% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling