-40.5%
SE vs ARWR
+200.0%
-240.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | -0.1% | -2.9% | +2.8% | +0.2% |
| 3M | +34.1% | +15.2% | +18.9% | +32.2% |
| 6M | +23.2% | +42.3% | -19.1% | +19.4% |
| YTD | -11.2% | +28.2% | -39.4% | -14.0% |
| 1Y | -40.5% | +213.2% | -253.8% | -47.8% |
| All | -40.5% | +200.0% | -240.5% | -47.8% |
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