+24.7%
Z vs ARWR
+1,294.8%
-1,270.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 6M | -24.5% | +32.6% | -57.1% | -29.1% |
| YTD | -49.3% | +30.0% | -79.3% | -52.4% |
| 1Y | -58.7% | +208.4% | -267.0% | -67.2% |
| 3Y | -34.1% | +208.8% | -242.9% | -51.2% |
| 5Y | -64.5% | +27.8% | -92.4% | -70.9% |
| 10Y | -0.5% | +1,107.6% | -1,108.0% | -38.4% |
| All | +24.7% | +1,294.8% | -1,270.1% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling