-4.6%
STM vs ARWR
-34.9%
+30.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.3% |
| 7D | +12.0% | -17.8% | +29.9% | +16.3% |
| 30D | -0.4% | -18.1% | +17.8% | +3.7% |
| 3M | -13.2% | -44.2% | +31.0% | -1.9% |
| 6M | -26.1% | -38.6% | +12.6% | -18.6% |
| YTD | +81.2% | -28.0% | +109.2% | +90.6% |
| 1Y | +98.3% | +16.1% | +82.2% | +85.1% |
| 3Y | +16.7% | +84.0% | -67.3% | -13.1% |
| All | -4.6% | -34.9% | +30.3% | -15.5% |
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 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