+67.7%
UL vs ARWR
+978.7%
-911.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.5% |
| 7D | -3.2% | -3.2% | 0.0% | -3.1% |
| 30D | -0.6% | -6.5% | +5.9% | -0.3% |
| 3M | +9.4% | +12.7% | -3.2% | +8.8% |
| 6M | -4.1% | +36.2% | -40.3% | -5.5% |
| YTD | -2.0% | +24.5% | -26.4% | -3.2% |
| 1Y | -9.0% | +198.0% | -207.0% | -13.5% |
| 3Y | +21.8% | +176.4% | -154.5% | +13.8% |
| 5Y | +20.6% | +26.6% | -6.0% | +14.5% |
| 10Y | +67.7% | +1,054.1% | -986.3% | +48.9% |
| All | +67.7% | +978.7% | -911.0% | +48.9% |
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