+1,727.7%
STM vs ARWR
-68.5%
+1,796.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -6.8% | -5.6% | -12.3% |
| 7D | -20.1% | -5.0% | -15.1% | -20.0% |
| 30D | -32.0% | -6.6% | -25.3% | -31.9% |
| 3M | -24.2% | -33.9% | +9.7% | -23.8% |
| 6M | -29.9% | -23.3% | -6.6% | -29.7% |
| YTD | +54.9% | -13.5% | +68.3% | +55.1% |
| 1Y | +68.0% | +42.5% | +25.4% | +67.2% |
| 3Y | -0.1% | +104.1% | -104.3% | -1.4% |
| 5Y | -17.9% | -28.8% | +10.9% | -18.3% |
| 10Y | +392.2% | +911.6% | -519.4% | +375.8% |
| All | +1,727.7% | -68.5% | +1,796.2% | +1,217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling