-53.2%
S vs ARWR
+6.6%
-59.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.7% | +1.7% | -9.4% | -8.2% |
| 30D | -5.3% | -0.7% | -4.7% | -5.4% |
| 3M | +20.3% | +14.9% | +5.4% | +14.3% |
| 6M | +47.4% | +32.6% | +14.7% | +32.5% |
| YTD | +32.5% | +30.0% | +2.5% | +19.0% |
| 1Y | +9.5% | +208.4% | -198.8% | -26.2% |
| 3Y | +15.5% | +208.8% | -193.3% | -33.6% |
| 5Y | -71.2% | +27.8% | -99.0% | -79.5% |
| All | -53.2% | +6.6% | -59.8% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling