+524.9%
SPYG vs ARWR
-39.7%
+564.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.9% | -17.7% | +15.7% | -1.8% |
| 30D | -9.2% | -21.9% | +12.8% | -9.0% |
| 3M | -6.8% | -44.5% | +37.7% | -6.4% |
| 6M | -2.6% | -32.6% | +30.0% | -2.3% |
| YTD | +7.5% | -26.2% | +33.7% | +7.6% |
| 1Y | +6.7% | +23.0% | -16.3% | +6.4% |
| 3Y | +90.1% | +81.8% | +8.3% | +88.3% |
| 5Y | +69.2% | -36.0% | +105.3% | +68.5% |
| 10Y | +391.9% | +1,039.5% | -647.7% | +381.4% |
| All | +524.9% | -39.7% | +564.6% | +537.5% |
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