+7,137.3%
TDY vs ARWR
+141.5%
+6,995.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -1.8% | +1.7% | -3.5% | -1.8% |
| 30D | -10.7% | -0.7% | -10.0% | -10.7% |
| 3M | -1.3% | +14.9% | -16.2% | -1.5% |
| 6M | -10.6% | +32.6% | -43.2% | -10.9% |
| YTD | +19.6% | +30.0% | -10.5% | +19.1% |
| 1Y | +11.6% | +208.4% | -196.7% | +10.2% |
| 3Y | +45.2% | +208.8% | -163.6% | +42.7% |
| 5Y | +36.1% | +27.8% | +8.2% | +34.4% |
| 10Y | +458.8% | +1,107.6% | -648.7% | +438.1% |
| All | +7,137.3% | +141.5% | +6,995.8% | +6,652.7% |
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