+371.5%
RY vs ARWR
+1,117.8%
-746.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.1% | +1.7% | +1.4% | +3.0% |
| 30D | -0.3% | -0.7% | +0.3% | -0.3% |
| 3M | +8.7% | +14.9% | -6.2% | +7.4% |
| 6M | +28.5% | +32.6% | -4.1% | +25.6% |
| YTD | +25.1% | +30.0% | -4.9% | +22.2% |
| 1Y | +46.3% | +208.4% | -162.1% | +34.3% |
| 3Y | +154.9% | +208.8% | -53.9% | +126.9% |
| 5Y | +140.3% | +27.8% | +112.5% | +121.0% |
| All | +371.5% | +1,117.8% | -746.3% | +272.7% |
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