+421.8%
TPR vs ARWR
+103.1%
+318.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.8% | +13.9% | +8.2% |
| 7D | +13.9% | -5.0% | +18.9% | +14.7% |
| 30D | +14.9% | -6.6% | +21.6% | +16.0% |
| 3M | -15.4% | -33.9% | +18.5% | -9.9% |
| 6M | -4.5% | -23.3% | +18.8% | -1.4% |
| YTD | +6.0% | -13.5% | +19.4% | +6.5% |
| 1Y | +24.3% | +42.5% | -18.2% | +13.9% |
| All | +421.8% | +103.1% | +318.7% | +309.6% |
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