+22.2%
Z vs ARWR
+896.0%
-873.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.9% | +8.8% |
| 7D | +10.2% | +2.4% | +7.8% | +9.8% |
| 30D | +23.7% | -1.1% | +24.8% | +23.9% |
| 3M | -6.6% | -31.2% | +24.6% | -0.5% |
| 6M | -23.0% | -19.3% | -3.7% | -21.0% |
| YTD | -50.3% | -7.1% | -43.2% | -50.6% |
| 1Y | -53.6% | +62.9% | -116.5% | -58.6% |
| 3Y | -10.1% | +119.0% | -129.1% | -29.1% |
| 5Y | -49.8% | -24.4% | -25.4% | -54.9% |
| 10Y | -1.6% | +985.4% | -987.0% | -37.5% |
| All | +22.2% | +896.0% | -873.8% | -26.9% |
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