+90.1%
STM vs ARWR
+20.0%
+70.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -7.9% | -17.7% | +9.8% | -4.5% |
| 30D | -14.1% | -21.9% | +7.8% | -10.0% |
| 3M | -17.6% | -44.5% | +26.9% | -7.4% |
| 6M | -24.2% | -32.6% | +8.4% | -18.2% |
| YTD | +73.3% | -26.2% | +99.5% | +80.3% |
| 1Y | +90.1% | +23.0% | +67.1% | +84.5% |
| All | +90.1% | +20.0% | +70.1% | +84.5% |
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