+1,077.0%
TER vs ARWR
+1,021.8%
+55.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.2% |
| 7D | +5.9% | -19.9% | +25.8% | +9.7% |
| 30D | -30.8% | -18.7% | -12.0% | -28.5% |
| 3M | -29.9% | -44.7% | +14.7% | -22.9% |
| 6M | -27.5% | -36.5% | +9.1% | -22.3% |
| YTD | +37.5% | -25.7% | +63.1% | +42.8% |
| 1Y | +50.3% | +18.9% | +31.3% | +43.3% |
| 3Y | +204.9% | +83.1% | +121.8% | +154.8% |
| 5Y | +89.2% | -34.9% | +124.0% | +76.0% |
| 10Y | +1,077.0% | +1,080.9% | -3.9% | +713.2% |
| All | +1,077.0% | +1,021.8% | +55.1% | +713.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling