+11,011.0%
SPGI vs ARWR
-98.0%
+11,109.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.9% |
| 7D | +2.6% | -5.0% | +7.6% | +2.6% |
| 30D | +19.3% | -6.6% | +25.9% | +19.3% |
| 3M | +15.5% | -33.9% | +49.4% | +15.7% |
| 6M | +18.3% | -23.3% | +41.7% | +18.5% |
| YTD | -3.8% | -13.5% | +9.7% | -3.8% |
| 1Y | +1.3% | +42.5% | -41.2% | +1.0% |
| 3Y | +33.6% | +104.1% | -70.5% | +32.6% |
| 5Y | +13.2% | -28.8% | +42.0% | +12.7% |
| 10Y | +346.3% | +911.6% | -565.3% | +337.5% |
| All | +11,011.0% | -98.0% | +11,109.0% | +10,245.0% |
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