+38.3%
S vs ARWR
+79.8%
-41.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +2.0% | -17.8% | +19.8% | +4.2% |
| 30D | -2.7% | -18.1% | +15.4% | -0.4% |
| 3M | -6.9% | -44.2% | +37.3% | -0.3% |
| 6M | +38.1% | -38.6% | +76.7% | +44.9% |
| YTD | +48.0% | -28.0% | +76.0% | +49.9% |
| 1Y | +34.5% | +16.1% | +18.3% | +24.8% |
| 3Y | +38.3% | +84.0% | -45.7% | +8.8% |
| All | +38.3% | +79.8% | -41.5% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling