+62.5%
T vs ARWR
+1,009.4%
-946.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | +1.6% | -17.9% | +19.6% | +2.3% |
| 30D | -2.9% | -18.9% | +16.0% | -2.3% |
| 3M | -7.5% | -46.0% | +38.5% | -5.7% |
| 6M | -9.9% | -40.3% | +30.4% | -8.6% |
| YTD | -6.4% | -29.0% | +22.5% | -5.9% |
| 1Y | -9.4% | +13.8% | -23.2% | -10.8% |
| 3Y | +64.9% | +74.9% | -10.0% | +56.3% |
| 5Y | +57.0% | -36.2% | +93.2% | +52.7% |
| All | +62.5% | +1,009.4% | -946.9% | +42.1% |
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