+65.5%
T vs ARWR
+79.8%
-14.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +2.5% | -17.8% | +20.4% | +2.3% |
| 30D | -3.8% | -18.1% | +14.4% | -4.0% |
| 3M | -8.7% | -44.2% | +35.4% | -9.2% |
| 6M | -8.1% | -38.6% | +30.5% | -8.5% |
| YTD | -6.4% | -28.0% | +21.6% | -6.7% |
| 1Y | -9.8% | +16.1% | -25.9% | -10.2% |
| 3Y | +65.5% | +84.0% | -18.5% | +66.9% |
| All | +65.5% | +79.8% | -14.3% | +66.9% |
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