+54.6%
TER vs ARWR
-28.9%
+83.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -20.5% | -2.9% | -17.6% | -19.7% |
| 30D | -47.0% | -5.4% | -41.6% | -46.1% |
| 3M | -43.3% | -32.2% | -11.0% | -37.6% |
| 6M | -42.9% | -26.5% | -16.4% | -38.9% |
| YTD | +12.9% | -12.4% | +25.3% | +15.0% |
| 1Y | +18.2% | +46.9% | -28.7% | +5.1% |
| 3Y | +151.8% | +116.0% | +35.8% | +83.8% |
| All | +54.6% | -28.9% | +83.5% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling