-14.3%
TEAM vs ARWR
+79.8%
-94.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.4% | -17.8% | +15.4% | -0.5% |
| 30D | -26.7% | -18.1% | -8.6% | -25.3% |
| 3M | -9.6% | -44.2% | +34.5% | -4.2% |
| 6M | +86.0% | -38.6% | +124.7% | +93.8% |
| YTD | -7.5% | -28.0% | +20.5% | -6.5% |
| 1Y | -1.4% | +16.1% | -17.5% | -7.7% |
| 3Y | -14.3% | +84.0% | -98.3% | -32.7% |
| All | -14.3% | +79.8% | -94.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling