-37.5%
U vs ARWR
+83.1%
-120.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.2% |
| 7D | +4.5% | +2.9% | +1.6% | +3.3% |
| 30D | -0.6% | -2.9% | +2.3% | +0.3% |
| 3M | +48.4% | +15.2% | +33.2% | +37.6% |
| 6M | +115.4% | +42.3% | +73.1% | +80.3% |
| YTD | -3.2% | +28.2% | -31.4% | -16.2% |
| 1Y | -6.0% | +213.2% | -219.3% | -45.9% |
| 3Y | +13.5% | +184.6% | -171.2% | -44.1% |
| 5Y | -68.0% | +29.2% | -97.3% | -79.0% |
| All | -37.5% | +83.1% | -120.6% | -62.3% |
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 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