+564.9%
SPYG vs ARWR
+6.3%
+558.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.4% |
| 30D | -0.4% | -0.7% | +0.2% | -0.4% |
| 3M | +0.5% | +14.9% | -14.3% | +0.4% |
| 6M | +17.5% | +32.6% | -15.2% | +17.1% |
| YTD | +14.3% | +30.0% | -15.7% | +14.0% |
| 1Y | +21.7% | +208.4% | -186.6% | +20.5% |
| 3Y | +98.6% | +208.8% | -110.2% | +95.9% |
| 5Y | +85.1% | +27.8% | +57.3% | +83.3% |
| 10Y | +412.0% | +1,107.6% | -695.5% | +399.5% |
| All | +564.9% | +6.3% | +558.6% | +575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling