+5,290.4%
TGT vs ARWR
-97.0%
+5,387.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | +12.2% | -0.7% | +12.8% | +12.2% |
| 3M | +33.8% | +14.9% | +18.9% | +33.7% |
| 6M | +39.3% | +32.6% | +6.7% | +39.1% |
| YTD | +72.9% | +30.0% | +42.8% | +72.6% |
| 1Y | +84.6% | +208.4% | -123.8% | +83.6% |
| 3Y | +46.2% | +208.8% | -162.6% | +45.2% |
| 5Y | -21.3% | +27.8% | -49.2% | -21.7% |
| 10Y | +213.5% | +1,107.6% | -894.0% | +209.4% |
| All | +5,290.4% | -97.0% | +5,387.5% | +5,114.0% |
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 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