+111.7%
SPOT vs ARWR
+29.5%
+82.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -2.9% | +2.9% | -5.7% | -3.4% |
| 30D | +8.3% | -2.9% | +11.2% | +8.9% |
| 3M | +5.1% | +15.2% | -10.2% | +1.0% |
| 6M | -6.5% | +42.3% | -48.7% | -14.7% |
| YTD | -9.0% | +28.2% | -37.2% | -15.5% |
| 1Y | -26.4% | +213.2% | -239.7% | -46.0% |
| 3Y | +240.0% | +184.6% | +55.4% | +125.5% |
| 5Y | +111.7% | +29.2% | +82.5% | +71.1% |
| All | +111.7% | +29.5% | +82.2% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling