+81.4%
TER vs ARWR
-35.7%
+117.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.3% |
| 7D | +24.0% | -17.9% | +41.9% | +29.1% |
| 30D | -30.6% | -18.9% | -11.8% | -27.4% |
| 3M | -34.5% | -46.0% | +11.5% | -24.3% |
| 6M | -26.4% | -40.3% | +14.0% | -17.6% |
| YTD | +36.4% | -29.0% | +65.4% | +45.2% |
| 1Y | +47.4% | +13.8% | +33.6% | +38.4% |
| 3Y | +202.6% | +74.9% | +127.7% | +129.8% |
| All | +81.4% | -35.7% | +117.2% | +63.0% |
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