+202.8%
TER vs ARWR
+28.5%
+174.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | -8.3% | -0.7% | -7.6% | -8.2% |
| 3M | -12.2% | +14.9% | -27.1% | -15.7% |
| 6M | +17.1% | +32.6% | -15.6% | +8.4% |
| YTD | +84.7% | +30.0% | +54.6% | +70.8% |
| 1Y | +199.9% | +208.4% | -8.4% | +123.2% |
| 3Y | +232.8% | +208.8% | +24.0% | +121.8% |
| All | +202.8% | +28.5% | +174.4% | +132.2% |
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