-73.3%
U vs ARWR
-34.9%
-38.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.7% |
| 7D | +2.6% | -17.8% | +20.4% | +9.9% |
| 30D | +27.6% | -18.1% | +45.7% | +36.2% |
| 3M | +15.3% | -44.2% | +59.5% | +41.8% |
| 6M | +96.4% | -38.6% | +135.0% | +126.9% |
| YTD | +19.6% | -28.0% | +47.6% | +25.7% |
| 1Y | +42.1% | +16.1% | +26.0% | +17.1% |
| 3Y | +87.5% | +84.0% | +3.6% | -4.7% |
| All | -73.3% | -34.9% | -38.4% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling