+24.3%
W vs ARWR
+59.7%
-35.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.6% | +7.4% | +10.0% |
| 7D | +8.4% | +2.4% | +6.0% | +7.8% |
| 30D | +16.5% | -1.1% | +17.6% | +16.8% |
| 3M | +6.4% | -31.2% | +37.6% | +16.6% |
| 6M | +90.5% | -19.3% | +109.8% | +100.3% |
| YTD | +23.1% | -7.1% | +30.2% | +24.1% |
| 1Y | +24.3% | +62.9% | -38.6% | +20.9% |
| All | +24.3% | +59.7% | -35.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling