-48.0%
SE vs ARWR
+25.1%
-73.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | -7.7% | -19.9% | +12.2% | -5.8% |
| 30D | -22.8% | -18.7% | -4.1% | -21.4% |
| 3M | -43.7% | -44.7% | +1.0% | -40.5% |
| 6M | -12.8% | -36.5% | +23.7% | -9.2% |
| YTD | -42.0% | -25.7% | -16.3% | -41.0% |
| 1Y | -48.0% | +18.9% | -66.9% | -45.7% |
| All | -48.0% | +25.1% | -73.1% | -45.7% |
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 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