+58.8%
T vs ARWR
+1,055.7%
-996.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.6% | -17.7% | +20.3% | +3.2% |
| 30D | -1.1% | -21.9% | +20.8% | -0.3% |
| 3M | -7.7% | -44.5% | +36.8% | -6.0% |
| 6M | -10.6% | -32.6% | +22.0% | -9.7% |
| YTD | -7.5% | -26.2% | +18.7% | -7.0% |
| 1Y | -7.4% | +23.0% | -30.4% | -9.1% |
| 3Y | +63.1% | +81.8% | -18.7% | +54.5% |
| 5Y | +55.2% | -36.0% | +91.2% | +51.0% |
| 10Y | +58.8% | +1,039.5% | -980.7% | +38.5% |
| All | +58.8% | +1,055.7% | -996.9% | +38.5% |
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 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