-68.9%
S vs ARWR
-28.9%
-39.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -13.4% | -2.9% | -10.5% | -12.6% |
| 30D | -14.0% | -5.4% | -8.6% | -12.4% |
| 3M | +4.9% | -32.2% | +37.1% | +16.0% |
| 6M | +42.0% | -26.5% | +68.5% | +50.4% |
| YTD | +45.1% | -12.4% | +57.5% | +43.2% |
| 1Y | +33.1% | +46.9% | -13.8% | +8.8% |
| 3Y | +40.6% | +116.0% | -75.3% | -16.6% |
| All | -68.9% | -28.9% | -39.9% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling