-16.1%
Z vs ARWR
+906.2%
-922.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -2.7% |
| 7D | -4.6% | -2.9% | -1.6% | -3.9% |
| 30D | +8.3% | -5.4% | +13.7% | +9.5% |
| 3M | -11.6% | -32.2% | +20.6% | -5.4% |
| 6M | -33.6% | -26.5% | -7.1% | -30.7% |
| YTD | -56.7% | -12.4% | -44.3% | -56.4% |
| 1Y | -59.1% | +46.9% | -106.0% | -63.0% |
| 3Y | -20.4% | +116.0% | -136.3% | -37.4% |
| 5Y | -55.3% | -28.0% | -27.3% | -59.7% |
| All | -16.1% | +906.2% | -922.3% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling