-4.5%
STM vs ARWR
-36.3%
+31.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +1.4% | -19.9% | +21.4% | +6.2% |
| 30D | -8.4% | -18.7% | +10.4% | -4.5% |
| 3M | -15.8% | -44.7% | +28.9% | -4.7% |
| 6M | -22.8% | -36.5% | +13.7% | -15.8% |
| YTD | +79.4% | -25.7% | +105.0% | +87.3% |
| 1Y | +97.0% | +18.9% | +78.0% | +83.1% |
| 3Y | +14.2% | +83.1% | -68.9% | -14.5% |
| 5Y | -4.5% | -34.9% | +30.4% | -16.0% |
| All | -4.5% | -36.3% | +31.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling