-24.7%
U vs ARWR
+25.1%
-49.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.1% |
| 7D | +36.6% | -2.9% | +39.5% | +37.5% |
| 30D | +13.3% | -5.4% | +18.7% | +15.1% |
| 3M | +26.2% | -32.2% | +58.4% | +43.7% |
| 6M | +88.7% | -26.5% | +115.3% | +103.0% |
| YTD | +16.6% | -12.4% | +29.0% | +14.8% |
| 1Y | +29.0% | +46.9% | -17.9% | 0.0% |
| 3Y | +99.5% | +116.0% | -16.5% | +6.5% |
| 5Y | -66.1% | -28.0% | -38.2% | -73.2% |
| All | -24.7% | +25.1% | -49.8% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling