+308.8%
SPOT vs ARWR
+615.4%
-306.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -3.0% | -19.9% | +17.0% | +0.7% |
| 30D | +15.2% | -18.7% | +33.9% | +19.1% |
| 3M | +21.6% | -44.7% | +66.3% | +34.2% |
| 6M | +45.2% | -36.5% | +81.7% | +54.5% |
| YTD | +4.9% | -25.7% | +30.5% | +7.3% |
| 1Y | -4.8% | +18.9% | -23.7% | -12.4% |
| 3Y | +256.3% | +83.1% | +173.2% | +171.7% |
| 5Y | +120.2% | -34.9% | +155.0% | +97.8% |
| All | +308.8% | +615.4% | -306.6% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling