-6.0%
U vs ARWR
+200.0%
-206.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | +4.5% | +2.9% | +1.6% | +4.1% |
| 30D | -0.6% | -2.9% | +2.3% | -0.3% |
| 3M | +48.4% | +15.2% | +33.2% | +44.9% |
| 6M | +115.4% | +42.3% | +73.1% | +99.9% |
| YTD | -3.2% | +28.2% | -31.4% | -8.3% |
| 1Y | -6.0% | +213.2% | -219.3% | -14.0% |
| All | -6.0% | +200.0% | -206.0% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling