-25.1%
TGT vs ARWR
-39.6%
+14.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +5.5% | -17.7% | +23.2% | +7.9% |
| 30D | +6.0% | -21.9% | +28.0% | +9.1% |
| 3M | +8.0% | -44.5% | +52.5% | +15.9% |
| 6M | +32.3% | -32.6% | +64.9% | +37.2% |
| YTD | +71.3% | -26.2% | +97.5% | +74.2% |
| 1Y | +86.8% | +23.0% | +63.9% | +75.0% |
| 3Y | +67.9% | +81.8% | -13.9% | +37.6% |
| 5Y | -25.1% | -36.0% | +11.0% | -34.2% |
| All | -25.1% | -39.6% | +14.6% | -34.2% |
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