+311.1%
SPOT vs ARWR
+592.5%
-281.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.1% |
| 7D | +1.6% | -17.8% | +19.4% | +5.0% |
| 30D | +16.9% | -18.1% | +35.1% | +20.8% |
| 3M | +23.0% | -44.2% | +67.1% | +35.5% |
| 6M | +42.2% | -38.6% | +80.8% | +52.2% |
| YTD | +5.5% | -28.0% | +33.5% | +8.6% |
| 1Y | -5.1% | +16.1% | -21.2% | -12.3% |
| 3Y | +257.9% | +84.0% | +173.9% | +172.2% |
| 5Y | +118.4% | -35.4% | +153.7% | +96.5% |
| All | +311.1% | +592.5% | -281.3% | +172.3% |
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