+126.4%
SMR vs ARWR
+85.8%
+40.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.9% | -19.9% | +21.9% | +9.4% |
| 30D | -21.9% | -18.7% | -3.2% | -16.7% |
| 3M | -47.1% | -44.7% | -2.4% | -35.9% |
| 6M | -60.6% | -36.5% | -24.1% | -55.0% |
| YTD | -63.1% | -25.7% | -37.4% | -60.1% |
| 1Y | -80.4% | +18.9% | -99.4% | -82.3% |
| All | +126.4% | +85.8% | +40.6% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling