+171.0%
W vs ARWR
+79.8%
+91.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +0.2% | -17.8% | +18.0% | +6.1% |
| 30D | +6.8% | -18.1% | +25.0% | +13.6% |
| 3M | +10.7% | -44.2% | +54.8% | +33.2% |
| 6M | +86.3% | -38.6% | +125.0% | +115.9% |
| YTD | +11.5% | -28.0% | +39.5% | +20.8% |
| 1Y | +5.1% | +16.1% | -11.0% | -6.4% |
| 3Y | +171.0% | +84.0% | +87.0% | +73.5% |
| All | +171.0% | +79.8% | +91.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling