+11,143.8%
RY vs ARWR
-53.0%
+11,196.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.8% | +3.9% | -2.8% |
| 7D | -1.1% | -5.0% | +3.9% | -1.1% |
| 30D | +4.4% | -6.6% | +11.1% | +4.5% |
| 3M | -2.9% | -33.9% | +30.9% | -2.7% |
| 6M | +15.6% | -23.3% | +38.9% | +15.7% |
| YTD | +21.8% | -13.5% | +35.3% | +21.8% |
| 1Y | +42.6% | +42.5% | 0.0% | +42.2% |
| 3Y | +160.9% | +104.1% | +56.8% | +158.9% |
| 5Y | +126.1% | -28.8% | +154.9% | +125.2% |
| 10Y | +371.7% | +911.6% | -539.9% | +361.2% |
| All | +11,143.8% | -53.0% | +11,196.8% | +9,540.4% |
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 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