+46.7%
RY vs ARWR
+59.7%
-13.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.5% | +2.9% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +8.4% | -1.1% | +9.6% | +8.5% |
| 3M | +1.2% | -31.2% | +32.4% | +2.8% |
| 6M | +19.4% | -19.3% | +38.7% | +20.2% |
| YTD | +25.4% | -7.1% | +32.6% | +25.0% |
| 1Y | +46.7% | +62.9% | -16.2% | +43.3% |
| All | +46.7% | +59.7% | -13.0% | +43.3% |
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 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