+1,671.7%
UL vs ARWR
-98.3%
+1,770.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.3% | +1.0% |
| 7D | +0.3% | -17.3% | +17.6% | +0.3% |
| 30D | +7.0% | -21.5% | +28.5% | +7.1% |
| 3M | +5.8% | -43.8% | +49.6% | +6.0% |
| 6M | +16.1% | -32.3% | +48.4% | +16.3% |
| YTD | +4.5% | -25.8% | +30.3% | +4.6% |
| 1Y | -1.3% | +25.5% | -26.8% | -1.5% |
| 3Y | +35.0% | +84.1% | -49.2% | +34.3% |
| 5Y | +31.9% | -39.2% | +71.1% | +31.6% |
| 10Y | +99.3% | +1,072.4% | -973.1% | +95.8% |
| All | +1,671.7% | -98.3% | +1,770.1% | +1,537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling