-70.8%
S vs ARWR
-38.4%
-32.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -5.0% |
| 7D | +4.1% | -17.9% | +22.0% | +9.1% |
| 30D | -7.2% | -18.9% | +11.7% | -2.2% |
| 3M | 0.0% | -46.0% | +45.9% | +16.8% |
| 6M | +41.6% | -40.3% | +82.0% | +58.3% |
| YTD | +48.6% | -29.0% | +77.6% | +54.3% |
| 1Y | +30.0% | +13.8% | +16.2% | +13.5% |
| 3Y | +42.2% | +74.9% | -32.7% | -11.5% |
| 5Y | -70.8% | -36.2% | -34.6% | -72.2% |
| All | -70.8% | -38.4% | -32.4% | -72.2% |
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