+54.1%
T vs ARWR
+921.6%
-867.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | +1.3% |
| 7D | +1.7% | -17.3% | +19.0% | +2.3% |
| 30D | -1.7% | -21.5% | +19.8% | -1.0% |
| 3M | -7.3% | -43.8% | +36.5% | -5.6% |
| 6M | -11.2% | -32.3% | +21.1% | -10.3% |
| YTD | -8.1% | -25.8% | +17.8% | -7.7% |
| 1Y | -8.0% | +25.5% | -33.5% | -9.8% |
| 3Y | +62.1% | +84.1% | -22.0% | +53.5% |
| 5Y | +55.7% | -39.2% | +94.9% | +51.8% |
| 10Y | +54.1% | +1,072.4% | -1,018.3% | +34.3% |
| All | +54.1% | +921.6% | -867.5% | +34.3% |
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 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