+65.3%
T vs ARWR
+1,075.6%
-1,010.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | -1.5% | +2.9% | -4.4% | -1.6% |
| 30D | +7.6% | -2.9% | +10.5% | +7.7% |
| 3M | +15.3% | +15.2% | +0.1% | +14.6% |
| 6M | -8.5% | +42.3% | -50.7% | -9.9% |
| YTD | +6.8% | +28.2% | -21.4% | +5.4% |
| 1Y | -7.2% | +213.2% | -220.5% | -11.9% |
| 3Y | +108.2% | +184.6% | -76.4% | +95.0% |
| 5Y | +66.1% | +29.2% | +36.8% | +57.8% |
| 10Y | +65.3% | +1,012.5% | -947.2% | +46.7% |
| All | +65.3% | +1,075.6% | -1,010.2% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling