+2.5%
STLA vs ARWR
+1,009.4%
-1,006.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -5.5% |
| 7D | -13.1% | -17.9% | +4.9% | -10.8% |
| 30D | -13.3% | -18.9% | +5.6% | -10.8% |
| 3M | -27.9% | -46.0% | +18.1% | -21.7% |
| 6M | -47.8% | -40.3% | -7.5% | -44.4% |
| YTD | -64.6% | -29.0% | -35.6% | -63.3% |
| 1Y | -64.0% | +13.8% | -77.8% | -65.4% |
| 3Y | -76.8% | +74.9% | -151.7% | -80.2% |
| 5Y | -74.2% | -36.2% | -37.9% | -76.0% |
| All | +2.5% | +1,009.4% | -1,006.9% | -34.7% |
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