+30.0%
S vs ARWR
+12.4%
+17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -6.2% |
| 7D | +4.1% | -17.9% | +22.0% | +4.3% |
| 30D | -7.2% | -18.9% | +11.7% | -6.8% |
| 3M | 0.0% | -46.0% | +45.9% | +0.4% |
| 6M | +41.6% | -40.3% | +82.0% | +42.1% |
| YTD | +48.6% | -29.0% | +77.6% | +44.5% |
| 1Y | +30.0% | +13.8% | +16.2% | +16.7% |
| All | +30.0% | +12.4% | +17.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling