-3.6%
SMR vs ARWR
+96.8%
-100.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.4% | +1.7% | +2.7% | +3.9% |
| 30D | +3.4% | -0.7% | +4.1% | +3.7% |
| 3M | -19.2% | +14.9% | -34.0% | -22.5% |
| 6M | -22.6% | +32.6% | -55.3% | -28.4% |
| YTD | -31.5% | +30.0% | -61.6% | -36.7% |
| 1Y | -73.1% | +208.4% | -281.4% | -80.2% |
| 3Y | +55.0% | +208.8% | -153.8% | +3.1% |
| All | -3.6% | +96.8% | -100.4% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling