+11.1%
S vs ARWR
+211.2%
-200.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.7% | +1.7% | -9.4% | -8.0% |
| 30D | -5.3% | -0.7% | -4.7% | -5.3% |
| 3M | +20.3% | +14.9% | +5.4% | +17.2% |
| 6M | +47.4% | +32.6% | +14.7% | +39.1% |
| YTD | +32.5% | +30.0% | +2.5% | +25.0% |
| 1Y | +9.5% | +208.4% | -198.8% | -12.1% |
| All | +11.1% | +211.2% | -200.1% | -20.3% |
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