+97.0%
STM vs ARWR
+25.1%
+71.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +1.4% | -19.9% | +21.4% | +5.9% |
| 30D | -8.4% | -18.7% | +10.4% | -4.7% |
| 3M | -15.8% | -44.7% | +28.9% | -5.2% |
| 6M | -22.8% | -36.5% | +13.7% | -15.7% |
| YTD | +79.4% | -25.7% | +105.0% | +86.3% |
| 1Y | +97.0% | +18.9% | +78.0% | +92.2% |
| All | +97.0% | +25.1% | +71.9% | +92.2% |
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