+105.9%
T vs ARWR
+197.7%
-91.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | +11.4% | -0.7% | +12.0% | +11.4% |
| 3M | +14.3% | +14.9% | -0.6% | +14.3% |
| 6M | -9.3% | +32.6% | -41.9% | -9.3% |
| YTD | +7.1% | +30.0% | -22.9% | +7.1% |
| 1Y | -9.1% | +208.4% | -217.4% | -10.0% |
| All | +105.9% | +197.7% | -91.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling