-54.1%
RUN vs ARWR
+25.1%
-79.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +3.2% | -19.9% | +23.1% | +6.3% |
| 30D | +19.5% | -18.7% | +38.2% | +22.7% |
| 3M | -9.6% | -44.7% | +35.1% | -1.2% |
| 6M | -37.3% | -36.5% | -0.8% | -33.0% |
| YTD | -50.7% | -25.7% | -25.1% | -49.9% |
| 1Y | -54.1% | +18.9% | -73.0% | -54.8% |
| All | -54.1% | +25.1% | -79.2% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling