+1,006.2%
TER vs ARWR
+1,055.7%
-49.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -8.9% | -17.7% | +8.8% | -6.2% |
| 30D | -39.1% | -21.9% | -17.1% | -36.6% |
| 3M | -32.8% | -44.5% | +11.8% | -26.0% |
| 6M | -31.7% | -32.6% | +0.9% | -27.7% |
| YTD | +26.9% | -26.2% | +53.1% | +32.0% |
| 1Y | +33.6% | +23.0% | +10.6% | +26.7% |
| 3Y | +181.5% | +81.8% | +99.8% | +135.6% |
| 5Y | +76.1% | -36.0% | +112.2% | +64.3% |
| 10Y | +1,006.2% | +1,039.5% | -33.3% | +667.3% |
| All | +1,006.2% | +1,055.7% | -49.5% | +667.3% |
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