-85.6%
SMR vs ARWR
+59.7%
-145.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.0% | -5.7% |
| 7D | -9.5% | +2.4% | -11.9% | -10.3% |
| 30D | -33.2% | -1.1% | -32.1% | -33.0% |
| 3M | -45.9% | -31.2% | -14.8% | -38.7% |
| 6M | -57.9% | -19.3% | -38.6% | -55.4% |
| YTD | -63.8% | -7.1% | -56.7% | -63.8% |
| 1Y | -85.6% | +62.9% | -148.5% | -88.3% |
| All | -85.6% | +59.7% | -145.3% | -88.3% |
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