-69.4%
SMR vs ARWR
+201.3%
-270.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.2% |
| 7D | +13.1% | -3.2% | +16.3% | +14.4% |
| 30D | +17.8% | -6.5% | +24.2% | +20.8% |
| 3M | +8.1% | +12.7% | -4.6% | +2.1% |
| 6M | -11.1% | +36.2% | -47.3% | -21.2% |
| YTD | -23.7% | +24.5% | -48.2% | -31.3% |
| 1Y | -69.4% | +198.0% | -267.4% | -76.8% |
| All | -69.4% | +201.3% | -270.8% | -76.8% |
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