-44.9%
S vs ARWR
-39.5%
-5.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.4% | -17.7% | +19.1% | +5.9% |
| 30D | -10.8% | -21.9% | +11.1% | -5.5% |
| 3M | +5.4% | -44.5% | +49.9% | +20.8% |
| 6M | +41.2% | -32.6% | +73.8% | +51.2% |
| YTD | +56.2% | -26.2% | +82.4% | +60.2% |
| 1Y | +36.3% | +23.0% | +13.3% | +18.0% |
| 3Y | +49.4% | +81.8% | -32.3% | -2.6% |
| 5Y | -66.9% | -36.0% | -30.8% | -73.3% |
| All | -44.9% | -39.5% | -5.4% | -57.9% |
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