+1,607.6%
UL vs ARWR
-97.0%
+1,704.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | +0.5% | -0.7% | +1.1% | +0.5% |
| 3M | +17.6% | +14.9% | +2.7% | +17.5% |
| 6M | -5.4% | +32.6% | -38.0% | -5.5% |
| YTD | +0.7% | +30.0% | -29.3% | +0.6% |
| 1Y | -9.3% | +208.4% | -217.6% | -9.7% |
| 3Y | +24.5% | +208.8% | -184.3% | +23.6% |
| 5Y | +23.2% | +27.8% | -4.6% | +22.6% |
| 10Y | +64.5% | +1,107.6% | -1,043.1% | +61.5% |
| All | +1,607.6% | -97.0% | +1,704.7% | +1,474.8% |
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 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