+661.5%
STM vs ARWR
+1,099.2%
-437.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +5.8% | +1.7% | +4.1% | +5.5% |
| 30D | -1.0% | -0.7% | -0.3% | -0.9% |
| 3M | -33.3% | +14.9% | -48.1% | -34.9% |
| 6M | +57.4% | +32.6% | +24.7% | +49.5% |
| YTD | +102.2% | +30.0% | +72.1% | +92.0% |
| 1Y | +99.6% | +208.4% | -108.8% | +63.5% |
| 3Y | +14.5% | +208.8% | -194.3% | -12.3% |
| 5Y | +21.4% | +27.8% | -6.4% | +1.3% |
| All | +661.5% | +1,099.2% | -437.6% | +412.7% |
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