+43.2%
TER vs ARWR
+59.7%
-16.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.4% | -7.9% |
| 7D | -19.9% | +2.4% | -22.3% | -20.5% |
| 30D | -43.5% | -1.1% | -42.4% | -43.4% |
| 3M | -37.8% | -31.2% | -6.6% | -30.6% |
| 6M | -25.6% | -19.3% | -6.3% | -21.9% |
| YTD | +29.8% | -7.1% | +37.0% | +29.2% |
| 1Y | +43.2% | +62.9% | -19.7% | +19.6% |
| All | +43.2% | +59.7% | -16.5% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling