-91.9%
UUUU vs ARWR
+119.4%
-211.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.4% |
| 30D | +3.4% | -2.9% | +6.3% | +3.9% |
| 3M | -3.9% | +15.2% | -19.1% | -6.0% |
| 6M | -23.2% | +42.3% | -65.5% | -26.9% |
| YTD | +0.6% | +28.2% | -27.6% | -3.4% |
| 1Y | +22.9% | +213.2% | -190.4% | +3.6% |
| 3Y | +98.6% | +184.6% | -86.0% | +59.4% |
| 5Y | +130.2% | +29.2% | +101.0% | +102.3% |
| 10Y | +519.5% | +1,012.5% | -493.1% | +271.5% |
| All | -91.9% | +119.4% | -211.3% | -95.4% |
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