-47.8%
S vs ARWR
-41.0%
-6.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.0% | -17.8% | +19.8% | +6.5% |
| 30D | -2.7% | -18.1% | +15.4% | +1.9% |
| 3M | -6.9% | -44.2% | +37.3% | +6.7% |
| 6M | +38.1% | -38.6% | +76.7% | +51.9% |
| YTD | +48.0% | -28.0% | +76.0% | +52.9% |
| 1Y | +34.5% | +16.1% | +18.3% | +18.4% |
| 3Y | +38.3% | +84.0% | -45.7% | -10.6% |
| 5Y | -70.9% | -35.4% | -35.5% | -76.3% |
| All | -47.8% | -41.0% | -6.7% | -59.9% |
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