-57.7%
Z vs ARWR
+17.3%
-75.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +3.3% |
| 7D | +0.8% | -17.8% | +18.7% | +3.1% |
| 30D | +5.2% | -18.1% | +23.3% | +7.8% |
| 3M | -17.0% | -44.2% | +27.1% | -11.1% |
| 6M | -22.7% | -38.6% | +16.0% | -18.3% |
| YTD | -56.3% | -28.0% | -28.3% | -55.1% |
| 1Y | -57.7% | +16.1% | -73.8% | -58.7% |
| All | -57.7% | +17.3% | -75.0% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling