+392.6%
STM vs ARWR
+906.2%
-513.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.2% |
| 7D | -10.7% | -2.9% | -7.8% | -10.2% |
| 30D | -25.7% | -5.4% | -20.3% | -25.0% |
| 3M | -21.6% | -32.2% | +10.7% | -16.5% |
| 6M | -27.8% | -26.5% | -1.3% | -24.6% |
| YTD | +61.8% | -12.4% | +74.2% | +63.6% |
| 1Y | +78.1% | +46.9% | +31.2% | +64.4% |
| 3Y | +4.9% | +116.0% | -111.1% | -14.9% |
| 5Y | -14.3% | -28.0% | +13.7% | -22.0% |
| All | +392.6% | +906.2% | -513.6% | +245.3% |
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