-38.6%
RUN vs ARWR
+197.7%
-236.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | -15.3% | -0.7% | -14.6% | -14.9% |
| 3M | -40.0% | +14.9% | -54.9% | -43.2% |
| 6M | -27.0% | +32.6% | -59.6% | -34.9% |
| YTD | -51.7% | +30.0% | -81.7% | -57.0% |
| 1Y | -45.9% | +208.4% | -254.2% | -65.8% |
| All | -38.6% | +197.7% | -236.3% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling