+354.3%
RY vs ARWR
+1,021.8%
-667.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | -3.0% | -19.9% | +17.0% | -1.6% |
| 30D | +6.3% | -18.7% | +25.0% | +7.6% |
| 3M | -2.6% | -44.7% | +42.1% | +1.0% |
| 6M | +13.9% | -36.5% | +50.4% | +16.8% |
| YTD | +21.7% | -25.7% | +47.3% | +23.0% |
| 1Y | +40.4% | +18.9% | +21.5% | +37.1% |
| 3Y | +161.3% | +83.1% | +78.2% | +139.9% |
| 5Y | +126.5% | -34.9% | +161.3% | +117.1% |
| 10Y | +354.3% | +1,080.9% | -726.5% | +266.8% |
| All | +354.3% | +1,021.8% | -667.5% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling