-18.4%
Z vs ARWR
+103.1%
-121.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.8% | -3.9% | -9.4% |
| 7D | -2.3% | -5.0% | +2.8% | -1.2% |
| 30D | +9.4% | -6.6% | +16.0% | +10.8% |
| 3M | -16.1% | -33.9% | +17.8% | -9.9% |
| 6M | -30.4% | -23.3% | -7.1% | -27.9% |
| YTD | -55.6% | -13.5% | -42.1% | -55.3% |
| 1Y | -58.5% | +42.5% | -101.1% | -62.4% |
| All | -18.4% | +103.1% | -121.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling