-54.2%
W vs ARWR
-28.9%
-25.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -2.0% |
| 7D | -3.6% | -2.9% | -0.7% | -2.1% |
| 30D | +7.0% | -5.4% | +12.4% | +9.8% |
| 3M | +7.4% | -32.2% | +39.6% | +27.2% |
| 6M | +69.3% | -26.5% | +95.8% | +90.0% |
| YTD | +11.3% | -12.4% | +23.7% | +13.7% |
| 1Y | +13.2% | +46.9% | -33.7% | -13.5% |
| 3Y | +142.0% | +116.0% | +26.1% | +22.9% |
| All | -54.2% | -28.9% | -25.3% | -60.2% |
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