+31.1%
UL vs ARWR
-28.9%
+60.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | +8.2% | -5.4% | +13.6% | +8.5% |
| 3M | +4.5% | -32.2% | +36.8% | +6.3% |
| 6M | +12.6% | -26.5% | +39.1% | +13.8% |
| YTD | +3.5% | -12.4% | +15.9% | +3.6% |
| 1Y | -0.4% | +46.9% | -47.3% | -3.3% |
| 3Y | +36.0% | +116.0% | -80.0% | +25.3% |
| All | +31.1% | -28.9% | +60.0% | +25.9% |
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 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