+227.0%
UPS vs ARWR
+141.5%
+85.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | -3.5% | -0.7% | -2.9% | -3.5% |
| 3M | -5.7% | +14.9% | -20.6% | -5.8% |
| 6M | -4.4% | +32.6% | -37.0% | -4.6% |
| YTD | +8.0% | +30.0% | -22.0% | +7.8% |
| 1Y | +29.0% | +208.4% | -179.3% | +28.1% |
| 3Y | -27.7% | +208.8% | -236.5% | -28.4% |
| 5Y | -34.3% | +27.8% | -62.2% | -34.8% |
| 10Y | +37.8% | +1,107.6% | -1,069.8% | +35.3% |
| All | +227.0% | +141.5% | +85.5% | +231.9% |
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 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