+67.7%
T vs ARWR
+28.5%
+39.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.7% |
| 6M | -9.3% | +32.6% | -41.9% | -10.3% |
| YTD | +7.1% | +30.0% | -22.9% | +5.9% |
| 1Y | -9.1% | +208.4% | -217.4% | -13.5% |
| 3Y | +105.3% | +208.8% | -103.5% | +91.4% |
| All | +67.7% | +28.5% | +39.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling