+82.3%
SPYM vs ARWR
+29.5%
+52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.4% |
| 7D | +0.6% | +2.9% | -2.3% | +0.2% |
| 30D | -0.9% | -2.9% | +2.0% | -0.6% |
| 3M | +3.9% | +15.2% | -11.3% | +1.8% |
| 6M | +14.5% | +42.3% | -27.7% | +9.0% |
| YTD | +13.0% | +28.2% | -15.2% | +8.6% |
| 1Y | +19.4% | +213.2% | -193.8% | +1.8% |
| 3Y | +78.9% | +184.6% | -105.8% | +44.5% |
| 5Y | +82.3% | +29.2% | +53.1% | +55.5% |
| All | +82.3% | +29.5% | +52.8% | +55.5% |
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 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