+40.6%
S vs ARWR
+105.6%
-65.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -13.4% | -2.9% | -10.5% | -13.0% |
| 30D | -14.0% | -5.4% | -8.6% | -13.2% |
| 3M | +4.9% | -32.2% | +37.1% | +9.9% |
| 6M | +42.0% | -26.5% | +68.5% | +46.0% |
| YTD | +45.1% | -12.4% | +57.5% | +43.9% |
| 1Y | +33.1% | +46.9% | -13.8% | +20.0% |
| 3Y | +40.6% | +116.0% | -75.3% | +8.4% |
| All | +40.6% | +105.6% | -65.0% | +8.4% |
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 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