+227.9%
TPR vs ARWR
-36.3%
+264.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +6.4% | -19.9% | +26.3% | +10.5% |
| 30D | +13.8% | -18.7% | +32.5% | +17.7% |
| 3M | -16.6% | -44.7% | +28.1% | -7.1% |
| 6M | +0.7% | -36.5% | +37.2% | +8.2% |
| YTD | +5.3% | -25.7% | +31.0% | +8.6% |
| 1Y | +32.4% | +18.9% | +13.4% | +22.4% |
| 3Y | +406.4% | +83.1% | +323.3% | +285.9% |
| 5Y | +227.9% | -34.9% | +262.8% | +180.2% |
| All | +227.9% | -36.3% | +264.2% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling