+2,926.4%
V vs ARWR
+233.4%
+2,693.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | +2.0% | -0.7% | +2.6% | +2.0% |
| 3M | +17.4% | +14.9% | +2.5% | +16.1% |
| 6M | +17.5% | +32.6% | -15.1% | +15.0% |
| YTD | +7.6% | +30.0% | -22.5% | +5.3% |
| 1Y | +7.7% | +208.4% | -200.6% | -0.6% |
| 3Y | +54.7% | +208.8% | -154.1% | +38.8% |
| 5Y | +73.0% | +27.8% | +45.2% | +60.5% |
| 10Y | +390.9% | +1,107.6% | -716.7% | +286.8% |
| All | +2,926.4% | +233.4% | +2,693.1% | +2,255.9% |
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