+15.4%
STLA vs ARWR
+906.2%
-890.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.5% | -2.9% | -1.6% | -4.1% |
| 30D | -3.9% | -5.4% | +1.5% | -3.2% |
| 3M | -20.2% | -32.2% | +12.1% | -16.0% |
| 6M | -42.2% | -26.5% | -15.7% | -40.1% |
| YTD | -59.3% | -12.4% | -46.9% | -59.1% |
| 1Y | -56.1% | +46.9% | -102.9% | -59.1% |
| 3Y | -73.7% | +116.0% | -189.6% | -78.1% |
| 5Y | -70.3% | -28.0% | -42.3% | -72.9% |
| All | +15.4% | +906.2% | -890.8% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling