+21.4%
UL vs ARWR
+29.5%
-8.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | +0.9% | -2.9% | +3.8% | +1.0% |
| 3M | +14.2% | +15.2% | -1.0% | +13.3% |
| 6M | -3.2% | +42.3% | -45.5% | -5.1% |
| YTD | -0.3% | +28.2% | -28.5% | -1.9% |
| 1Y | -8.8% | +213.2% | -222.0% | -14.7% |
| 3Y | +23.9% | +184.6% | -160.8% | +13.3% |
| 5Y | +21.4% | +29.2% | -7.9% | +13.8% |
| All | +21.4% | +29.5% | -8.2% | +13.8% |
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