+901.1%
T vs ARWR
-98.0%
+999.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | +1.0% | -2.9% | +3.9% | +1.0% |
| 30D | -10.6% | -5.4% | -5.2% | -10.6% |
| 3M | -7.7% | -32.2% | +24.5% | -7.7% |
| 6M | -13.3% | -26.5% | +13.2% | -13.3% |
| YTD | -8.8% | -12.4% | +3.6% | -8.8% |
| 1Y | -8.4% | +46.9% | -55.3% | -8.5% |
| 3Y | +59.6% | +116.0% | -56.3% | +59.2% |
| 5Y | +52.1% | -28.0% | +80.0% | +51.9% |
| 10Y | +56.9% | +923.9% | -867.1% | +55.9% |
| All | +901.1% | -98.0% | +999.1% | +861.8% |
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