-42.5%
RUN vs ARWR
+210.4%
-252.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.0% |
| 7D | +10.2% | +2.9% | +7.3% | +9.5% |
| 30D | -9.6% | -2.9% | -6.7% | -9.0% |
| 3M | -31.5% | +15.2% | -46.7% | -33.6% |
| 6M | -18.7% | +42.3% | -61.0% | -25.8% |
| YTD | -49.9% | +28.2% | -78.1% | -53.7% |
| All | -42.5% | +210.4% | -252.9% | -55.4% |
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 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