+422.5%
STM vs ARWR
+921.6%
-499.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -15.3% | +22.1% | +9.3% |
| 7D | -5.6% | -17.3% | +11.8% | -2.9% |
| 30D | -14.4% | -21.5% | +7.1% | -11.2% |
| 3M | -20.5% | -43.8% | +23.4% | -12.9% |
| 6M | -24.5% | -32.3% | +7.8% | -20.2% |
| YTD | +72.7% | -25.8% | +98.5% | +78.8% |
| 1Y | +91.0% | +25.5% | +65.5% | +79.9% |
| 3Y | +13.5% | +84.1% | -70.6% | -6.2% |
| 5Y | -9.2% | -39.2% | +30.0% | -15.5% |
| 10Y | +422.5% | +1,072.4% | -649.8% | +273.0% |
| All | +422.5% | +921.6% | -499.0% | +273.0% |
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