+105.6%
V vs ARWR
-35.7%
+141.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.8% |
| 7D | -0.4% | -17.9% | +17.6% | +1.2% |
| 30D | +6.3% | -18.9% | +25.2% | +8.1% |
| 3M | +17.2% | -46.0% | +63.1% | +23.1% |
| 6M | +29.2% | -40.3% | +69.6% | +34.1% |
| YTD | +20.8% | -29.0% | +49.8% | +22.7% |
| 1Y | +25.0% | +13.8% | +11.2% | +20.6% |
| 3Y | +75.3% | +74.9% | +0.4% | +52.1% |
| All | +105.6% | -35.7% | +141.4% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling