-80.5%
RUN vs ARWR
+28.5%
-108.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | -15.3% | -0.7% | -14.6% | -14.9% |
| 3M | -40.0% | +14.9% | -54.9% | -44.1% |
| 6M | -27.0% | +32.6% | -59.6% | -36.7% |
| YTD | -51.7% | +30.0% | -81.7% | -58.3% |
| 1Y | -45.9% | +208.4% | -254.2% | -68.9% |
| 3Y | -43.8% | +208.8% | -252.6% | -72.5% |
| All | -80.5% | +28.5% | -108.9% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling