+7,716.4%
TPR vs ARWR
+6.3%
+7,710.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.3% | +1.7% | -4.0% | -2.3% |
| 30D | -23.0% | -0.7% | -22.3% | -23.0% |
| 3M | -12.5% | +14.9% | -27.3% | -12.7% |
| 6M | -21.4% | +32.6% | -54.1% | -21.8% |
| YTD | -3.5% | +30.0% | -33.6% | -3.9% |
| 1Y | +17.4% | +208.4% | -191.0% | +15.5% |
| 3Y | +291.3% | +208.8% | +82.5% | +283.5% |
| 5Y | +241.9% | +27.8% | +214.1% | +237.4% |
| 10Y | +322.7% | +1,107.6% | -784.9% | +307.9% |
| All | +7,716.4% | +6.3% | +7,710.2% | +8,203.3% |
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