+413.8%
TPR vs ARWR
+79.9%
+333.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +4.8% |
| 7D | +12.7% | -17.3% | +30.0% | +15.6% |
| 30D | +17.1% | -21.5% | +38.6% | +21.0% |
| 3M | -15.9% | -43.8% | +27.9% | -8.3% |
| 6M | +2.6% | -32.3% | +34.9% | +7.6% |
| YTD | +7.5% | -25.8% | +33.3% | +10.3% |
| 1Y | +32.9% | +25.5% | +7.4% | +23.7% |
| 3Y | +413.8% | +84.1% | +329.7% | +311.1% |
| All | +413.8% | +79.9% | +333.9% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling