+299.4%
TPR vs ARWR
+211.2%
+88.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.3% | +1.7% | -4.0% | -2.6% |
| 30D | -23.0% | -0.7% | -22.3% | -22.9% |
| 3M | -12.5% | +14.9% | -27.3% | -14.9% |
| 6M | -21.4% | +32.6% | -54.1% | -25.7% |
| YTD | -3.5% | +30.0% | -33.6% | -8.8% |
| 1Y | +17.4% | +208.4% | -191.0% | -4.9% |
| All | +299.4% | +211.2% | +88.2% | +196.5% |
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