-54.1%
Z vs ARWR
-29.8%
-24.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.8% | -3.9% | -8.9% |
| 7D | -2.3% | -5.0% | +2.8% | -0.8% |
| 30D | +9.4% | -6.6% | +16.0% | +11.3% |
| 3M | -16.1% | -33.9% | +17.8% | -7.3% |
| 6M | -30.4% | -23.3% | -7.1% | -27.0% |
| YTD | -55.6% | -13.5% | -42.1% | -55.3% |
| 1Y | -58.5% | +42.5% | -101.1% | -64.0% |
| 3Y | -19.6% | +104.1% | -123.8% | -44.5% |
| 5Y | -54.1% | -28.8% | -25.3% | -61.2% |
| All | -54.1% | -29.8% | -24.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling