+7,529.4%
TDY vs ARWR
+33.7%
+7,495.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +4.1% | -17.8% | +21.9% | +4.3% |
| 30D | +5.7% | -18.1% | +23.9% | +5.9% |
| 3M | -4.4% | -44.2% | +39.7% | -3.9% |
| 6M | +1.2% | -38.6% | +39.9% | +1.7% |
| YTD | +26.0% | -28.0% | +54.1% | +26.3% |
| 1Y | +27.4% | +16.1% | +11.2% | +27.0% |
| 3Y | +67.5% | +84.0% | -16.5% | +65.6% |
| 5Y | +44.9% | -35.4% | +80.2% | +44.1% |
| 10Y | +440.9% | +1,043.1% | -602.1% | +422.6% |
| All | +7,529.4% | +33.7% | +7,495.7% | +7,060.2% |
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