+311.5%
SPY vs ARWR
+1,075.6%
-764.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +0.5% | +2.9% | -2.3% | +0.3% |
| 30D | -0.9% | -2.9% | +2.0% | -0.7% |
| 3M | +3.9% | +15.2% | -11.3% | +2.2% |
| 6M | +14.5% | +42.3% | -27.8% | +10.3% |
| YTD | +12.9% | +28.2% | -15.3% | +9.5% |
| 1Y | +19.4% | +213.2% | -193.9% | +5.9% |
| 3Y | +78.5% | +184.6% | -106.2% | +53.1% |
| 5Y | +81.8% | +29.2% | +52.5% | +61.9% |
| 10Y | +311.5% | +1,012.5% | -701.0% | +218.3% |
| All | +311.5% | +1,075.6% | -764.0% | +218.3% |
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