+5,229.7%
TGT vs ARWR
-98.4%
+5,328.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +2.6% | -17.8% | +20.5% | +2.7% |
| 30D | +4.7% | -18.1% | +22.8% | +4.8% |
| 3M | +4.6% | -44.2% | +48.7% | +4.8% |
| 6M | +34.9% | -38.6% | +73.5% | +35.1% |
| YTD | +70.9% | -28.0% | +98.9% | +71.0% |
| 1Y | +84.4% | +16.1% | +68.2% | +84.1% |
| 3Y | +69.1% | +84.0% | -14.9% | +68.3% |
| 5Y | -26.9% | -35.4% | +8.4% | -27.1% |
| 10Y | +207.6% | +1,043.1% | -835.4% | +204.1% |
| All | +5,229.7% | -98.4% | +5,328.1% | +5,066.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling