+631.8%
TEAM vs ARWR
+845.7%
-213.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.2% | -17.4% | -16.4% |
| 7D | -19.8% | -2.9% | -16.9% | -19.5% |
| 30D | -21.5% | -5.4% | -16.1% | -20.8% |
| 3M | +39.5% | -32.2% | +71.7% | +48.2% |
| 6M | +73.1% | -26.5% | +99.6% | +79.0% |
| YTD | -5.2% | -12.4% | +7.2% | -5.7% |
| 1Y | -1.6% | +46.9% | -48.4% | -11.6% |
| 3Y | -11.4% | +116.0% | -127.4% | -31.5% |
| 5Y | -65.1% | -28.0% | -37.1% | -68.8% |
| 10Y | +471.3% | +923.9% | -452.6% | +237.2% |
| All | +631.8% | +845.7% | -213.9% | +271.2% |
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