-7.2%
T vs ARWR
+200.0%
-207.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.4% |
| 7D | -1.5% | +2.9% | -4.4% | -1.4% |
| 30D | +7.6% | -2.9% | +10.5% | +7.5% |
| 3M | +15.3% | +15.2% | +0.1% | +16.0% |
| 6M | -8.5% | +42.3% | -50.7% | -7.1% |
| YTD | +6.8% | +28.2% | -21.4% | +8.2% |
| 1Y | -7.2% | +213.2% | -220.5% | -2.4% |
| All | -7.2% | +200.0% | -207.2% | -2.4% |
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