-7.4%
T vs ARWR
+20.0%
-27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +2.6% | -17.7% | +20.3% | +1.7% |
| 30D | -1.1% | -21.9% | +20.8% | -2.1% |
| 3M | -7.7% | -44.5% | +36.8% | -9.8% |
| 6M | -10.6% | -32.6% | +22.0% | -11.8% |
| YTD | -7.5% | -26.2% | +18.7% | -8.3% |
| 1Y | -7.4% | +23.0% | -30.4% | -6.6% |
| All | -7.4% | +20.0% | -27.4% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling