-0.9%
Z vs ARWR
+1,117.8%
-1,118.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.0% | +1.7% | -4.7% | -3.3% |
| 30D | -4.2% | -0.7% | -3.5% | -4.1% |
| 3M | -3.7% | +14.9% | -18.6% | -6.8% |
| 6M | -24.5% | +32.6% | -57.1% | -29.2% |
| YTD | -49.3% | +30.0% | -79.3% | -52.4% |
| 1Y | -58.7% | +208.4% | -267.0% | -67.4% |
| 3Y | -34.1% | +208.8% | -242.9% | -51.5% |
| 5Y | -64.5% | +27.8% | -92.4% | -71.1% |
| All | -0.9% | +1,117.8% | -1,118.7% | -36.0% |
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