+1,075.2%
T vs ARWR
-97.0%
+1,172.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 1Y | -9.1% | +208.4% | -217.4% | -9.3% |
| 3Y | +105.3% | +208.8% | -103.5% | +104.7% |
| 5Y | +66.8% | +27.8% | +39.0% | +66.4% |
| 10Y | +66.8% | +1,107.6% | -1,040.8% | +65.7% |
| All | +1,075.2% | -97.0% | +1,172.3% | +1,028.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling