+809.6%
SPYM vs ARWR
+18.1%
+791.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -15.3% | +17.7% | +3.2% |
| 7D | +0.1% | -17.3% | +17.4% | +1.1% |
| 30D | -3.3% | -21.5% | +18.2% | -2.1% |
| 3M | -2.4% | -43.8% | +41.4% | +0.6% |
| 6M | +2.6% | -32.3% | +34.9% | +4.4% |
| YTD | +11.3% | -25.8% | +37.1% | +12.4% |
| 1Y | +13.5% | +25.5% | -12.1% | +10.9% |
| 3Y | +80.3% | +84.1% | -3.9% | +68.2% |
| 5Y | +72.7% | -39.2% | +112.0% | +67.7% |
| 10Y | +312.2% | +1,072.4% | -760.2% | +237.1% |
| All | +809.6% | +18.1% | +791.5% | +637.0% |
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