-17.5%
RUN vs ARWR
+1,313.1%
-1,330.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.8% |
| 30D | -15.3% | -0.7% | -14.6% | -15.0% |
| 3M | -40.0% | +14.9% | -54.9% | -42.7% |
| 6M | -27.0% | +32.6% | -59.6% | -33.4% |
| YTD | -51.7% | +30.0% | -81.7% | -56.0% |
| 1Y | -45.9% | +208.4% | -254.2% | -61.8% |
| 3Y | -43.8% | +208.8% | -252.6% | -63.2% |
| 5Y | -80.5% | +27.8% | -108.3% | -84.7% |
| 10Y | +45.3% | +1,107.6% | -1,062.3% | -27.8% |
| All | -17.5% | +1,313.1% | -1,330.5% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling