-48.0%
SMR vs ARWR
+12.5%
-60.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.9% | -19.9% | +21.9% | +7.8% |
| 30D | -21.9% | -18.7% | -3.2% | -17.8% |
| 3M | -47.1% | -44.7% | -2.4% | -38.4% |
| 6M | -60.6% | -36.5% | -24.1% | -56.2% |
| YTD | -63.1% | -25.7% | -37.4% | -60.6% |
| 1Y | -80.4% | +18.9% | -99.4% | -81.7% |
| 3Y | +150.2% | +83.1% | +67.2% | +91.7% |
| All | -48.0% | +12.5% | -60.5% | -60.4% |
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