-96.4%
UUUU vs ARWR
+23.1%
-119.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | -1.1% | -17.8% | +16.8% | +1.3% |
| 30D | -21.0% | -18.1% | -2.8% | -19.0% |
| 3M | -54.8% | -44.2% | -10.6% | -51.2% |
| 6M | -67.3% | -38.6% | -28.7% | -65.3% |
| YTD | -54.7% | -28.0% | -26.6% | -53.0% |
| 1Y | -57.4% | +16.1% | -73.6% | -58.9% |
| 3Y | -19.6% | +84.0% | -103.6% | -31.6% |
| 5Y | -40.0% | -35.4% | -4.7% | -42.5% |
| 10Y | +364.1% | +1,043.1% | -679.0% | +182.6% |
| All | -96.4% | +23.1% | -119.5% | -97.8% |
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