+47.9%
SO vs ARWR
+105.6%
-57.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | -1.5% | -2.9% | +1.4% | -1.4% |
| 30D | +8.1% | -5.4% | +13.5% | +8.1% |
| 3M | +0.2% | -32.2% | +32.5% | +0.7% |
| 6M | +0.4% | -26.5% | +26.9% | +0.7% |
| YTD | +8.5% | -12.4% | +20.9% | +8.6% |
| 1Y | +4.9% | +46.9% | -41.9% | +4.2% |
| 3Y | +47.9% | +116.0% | -68.1% | +45.8% |
| All | +47.9% | +105.6% | -57.7% | +45.8% |
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 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