+8,652.1%
STX vs ARWR
+1,689.5%
+6,962.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | -28.5% | -2.9% | -25.6% | -28.4% |
| 30D | -42.9% | -5.4% | -37.5% | -42.8% |
| 3M | -45.9% | -32.2% | -13.7% | -45.1% |
| 6M | -41.3% | -26.5% | -14.8% | -40.7% |
| YTD | +67.9% | -12.4% | +80.3% | +68.6% |
| 1Y | +66.5% | +46.9% | +19.7% | +63.9% |
| 3Y | +588.0% | +116.0% | +472.0% | +559.4% |
| 5Y | +449.1% | -28.0% | +477.0% | +439.4% |
| 10Y | +1,982.8% | +923.9% | +1,058.9% | +1,753.2% |
| All | +8,652.1% | +1,689.5% | +6,962.6% | +8,358.3% |
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