+444.1%
STM vs ARWR
+1,055.7%
-611.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -7.9% | -17.7% | +9.8% | -5.2% |
| 30D | -14.1% | -21.9% | +7.8% | -10.8% |
| 3M | -17.6% | -44.5% | +26.9% | -9.6% |
| 6M | -24.2% | -32.6% | +8.4% | -19.9% |
| YTD | +73.3% | -26.2% | +99.5% | +79.6% |
| 1Y | +90.1% | +23.0% | +67.1% | +79.6% |
| 3Y | +10.3% | +81.8% | -71.4% | -8.7% |
| 5Y | -5.7% | -36.0% | +30.3% | -12.8% |
| 10Y | +444.1% | +1,039.5% | -595.4% | +288.3% |
| All | +444.1% | +1,055.7% | -611.6% | +288.3% |
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