+33.6%
TER vs ARWR
+20.0%
+13.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -8.9% | -17.7% | +8.8% | -4.6% |
| 30D | -39.1% | -21.9% | -17.1% | -35.2% |
| 3M | -32.8% | -44.5% | +11.8% | -21.2% |
| 6M | -31.7% | -32.6% | +0.9% | -25.2% |
| YTD | +26.9% | -26.2% | +53.1% | +33.9% |
| 1Y | +33.6% | +23.0% | +10.6% | +24.4% |
| All | +33.6% | +20.0% | +13.6% | +24.4% |
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