-44.0%
S vs ARWR
-39.1%
-5.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +1.2% | -19.9% | +21.2% | +6.5% |
| 30D | -7.3% | -18.7% | +11.4% | -2.8% |
| 3M | +5.9% | -44.7% | +50.6% | +21.5% |
| 6M | +45.6% | -36.5% | +82.1% | +58.7% |
| YTD | +58.5% | -25.7% | +84.2% | +62.3% |
| 1Y | +37.6% | +18.9% | +18.7% | +20.5% |
| 3Y | +51.7% | +83.1% | -31.4% | -1.3% |
| 5Y | -67.5% | -34.9% | -32.6% | -73.8% |
| All | -44.0% | -39.1% | -5.0% | -57.4% |
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