-14.5%
Z vs ARWR
+921.6%
-936.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.3% | +19.1% | +6.6% |
| 7D | -5.2% | -17.3% | +12.2% | -2.0% |
| 30D | +5.7% | -21.5% | +27.3% | +10.2% |
| 3M | -8.7% | -43.8% | +35.1% | +0.8% |
| 6M | -26.0% | -32.3% | +6.3% | -21.8% |
| YTD | -55.0% | -25.8% | -29.2% | -53.6% |
| 1Y | -58.0% | +25.5% | -83.5% | -61.1% |
| 3Y | -15.2% | +84.1% | -99.3% | -32.1% |
| 5Y | -53.8% | -39.2% | -14.6% | -57.3% |
| 10Y | -14.5% | +1,072.4% | -1,086.9% | -41.8% |
| All | -14.5% | +921.6% | -936.1% | -41.8% |
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