+97.4%
STM vs ARWR
+200.0%
-102.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +5.2% | +2.9% | +2.3% | +4.5% |
| 30D | -7.4% | -2.9% | -4.5% | -6.7% |
| 3M | -30.6% | +15.2% | -45.9% | -32.8% |
| 6M | +66.4% | +42.3% | +24.1% | +52.2% |
| YTD | +101.1% | +28.2% | +72.9% | +86.3% |
| 1Y | +97.4% | +213.2% | -115.9% | +41.6% |
| All | +97.4% | +200.0% | -102.6% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling