+350.6%
RY vs ARWR
+1,055.7%
-705.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.7% | +16.4% | +1.7% |
| 7D | -0.6% | -17.7% | +17.1% | +0.6% |
| 30D | +6.1% | -21.9% | +28.1% | +7.7% |
| 3M | -3.4% | -44.5% | +41.2% | +0.2% |
| 6M | +12.8% | -32.6% | +45.4% | +15.1% |
| YTD | +21.0% | -26.2% | +47.2% | +22.4% |
| 1Y | +40.5% | +23.0% | +17.5% | +36.8% |
| 3Y | +159.9% | +81.8% | +78.1% | +138.7% |
| 5Y | +125.0% | -36.0% | +161.0% | +115.9% |
| 10Y | +350.6% | +1,039.5% | -689.0% | +264.4% |
| All | +350.6% | +1,055.7% | -705.1% | +264.4% |
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