-50.5%
SE vs ARWR
+20.0%
-70.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | 0.0% | -17.7% | +17.7% | +1.6% |
| 30D | -19.4% | -21.9% | +2.5% | -17.7% |
| 3M | -33.1% | -44.5% | +11.4% | -29.6% |
| 6M | -11.4% | -32.6% | +21.1% | -8.5% |
| YTD | -39.8% | -26.2% | -13.6% | -38.8% |
| 1Y | -50.5% | +23.0% | -73.4% | -47.6% |
| All | -50.5% | +20.0% | -70.4% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling