+296.2%
TMUS vs ARWR
-13.6%
+309.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | +6.5% | -17.9% | +24.4% | +7.8% |
| 30D | +11.3% | -18.9% | +30.1% | +12.6% |
| 3M | -2.9% | -46.0% | +43.1% | +0.8% |
| 6M | -10.5% | -40.3% | +29.8% | -8.1% |
| YTD | -14.4% | -29.0% | +14.6% | -13.5% |
| 1Y | -17.9% | +13.8% | -31.7% | -20.2% |
| 3Y | +21.9% | +74.9% | -53.0% | +10.9% |
| 5Y | +52.1% | -36.2% | +88.4% | +45.6% |
| 10Y | +242.4% | +1,028.0% | -785.6% | +140.9% |
| All | +296.2% | -13.6% | +309.8% | +228.8% |
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