+416.5%
TPR vs ARWR
+105.6%
+310.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +14.2% | -2.9% | +17.1% | +14.6% |
| 30D | +17.1% | -5.4% | +22.5% | +17.9% |
| 3M | -17.7% | -32.2% | +14.5% | -12.7% |
| 6M | -10.2% | -26.5% | +16.3% | -6.6% |
| YTD | +4.9% | -12.4% | +17.3% | +5.2% |
| 1Y | +36.1% | +46.9% | -10.7% | +24.1% |
| 3Y | +416.5% | +116.0% | +300.5% | +304.7% |
| All | +416.5% | +105.6% | +310.9% | +304.7% |
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