-82.6%
RUN vs ARWR
-40.7%
-41.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.3% | +12.9% | +3.5% |
| 7D | +18.1% | -17.3% | +35.4% | +25.9% |
| 30D | +27.5% | -21.5% | +49.0% | +38.5% |
| 3M | -4.5% | -43.8% | +39.3% | +17.8% |
| 6M | -33.3% | -32.3% | -1.1% | -25.1% |
| YTD | -47.1% | -25.8% | -21.2% | -44.0% |
| 1Y | -43.1% | +25.5% | -68.7% | -53.5% |
| 3Y | -3.0% | +84.1% | -87.1% | -43.4% |
| 5Y | -82.6% | -39.2% | -43.4% | -84.5% |
| All | -82.6% | -40.7% | -41.9% | -84.5% |
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