+8,486.3%
TPR vs ARWR
-29.3%
+8,515.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.8% | +13.9% | +7.2% |
| 7D | +13.9% | -5.0% | +18.9% | +13.9% |
| 30D | +14.9% | -6.6% | +21.6% | +15.0% |
| 3M | -15.4% | -33.9% | +18.5% | -15.0% |
| 6M | -4.5% | -23.3% | +18.8% | -4.2% |
| YTD | +6.0% | -13.5% | +19.4% | +6.1% |
| 1Y | +24.3% | +42.5% | -18.2% | +23.6% |
| 3Y | +412.8% | +104.1% | +308.7% | +405.3% |
| 5Y | +258.4% | -28.8% | +287.3% | +256.1% |
| 10Y | +396.8% | +911.6% | -514.8% | +381.3% |
| All | +8,486.3% | -29.3% | +8,515.6% | +9,066.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling