+828.4%
SPYM vs ARWR
+107.1%
+721.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +0.1% | -0.7% | +0.7% | +0.1% |
| 3M | +2.0% | +14.9% | -12.8% | +1.0% |
| 6M | +13.1% | +32.6% | -19.6% | +10.8% |
| YTD | +13.6% | +30.0% | -16.4% | +11.4% |
| 1Y | +20.1% | +208.4% | -188.3% | +11.5% |
| 3Y | +77.6% | +208.8% | -131.2% | +61.0% |
| 5Y | +82.5% | +27.8% | +54.7% | +70.4% |
| 10Y | +317.6% | +1,107.6% | -790.0% | +236.7% |
| All | +828.4% | +107.1% | +721.4% | +630.1% |
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