+14.8%
SPYM vs ARWR
+59.7%
-44.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.4% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | -1.1% | -1.1% | +0.1% | -1.0% |
| 3M | -0.3% | -31.2% | +30.9% | +2.1% |
| 6M | +7.3% | -19.3% | +26.6% | +8.4% |
| YTD | +13.4% | -7.1% | +20.5% | +12.7% |
| 1Y | +14.8% | +62.9% | -48.0% | +10.6% |
| All | +14.8% | +59.7% | -44.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling