+251.0%
SPOT vs ARWR
+1,097.5%
-846.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.5% |
| 7D | -6.5% | -3.2% | -3.3% | -5.9% |
| 30D | +2.2% | -6.5% | +8.6% | +3.4% |
| 3M | +5.4% | +12.7% | -7.3% | +2.1% |
| 6M | -4.0% | +36.2% | -40.2% | -10.9% |
| YTD | -9.9% | +24.5% | -34.4% | -15.4% |
| 1Y | -27.3% | +198.0% | -225.3% | -43.8% |
| 3Y | +236.4% | +176.4% | +60.0% | +140.0% |
| 5Y | +112.6% | +26.6% | +86.0% | +70.5% |
| All | +251.0% | +1,097.5% | -846.6% | +112.2% |
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