-68.6%
AAL vs ARWR
+1,024.2%
-1,092.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -0.1% | -17.8% | +17.8% | +2.4% |
| 30D | +11.7% | -18.1% | +29.8% | +14.5% |
| 3M | -12.5% | -44.2% | +31.6% | -5.5% |
| 6M | +3.6% | -38.6% | +42.3% | +9.9% |
| YTD | -14.1% | -28.0% | +13.9% | -11.4% |
| 1Y | +0.8% | +16.1% | -15.4% | -3.6% |
| 3Y | +11.8% | +84.0% | -72.2% | -5.3% |
| 5Y | -35.1% | -35.4% | +0.3% | -40.1% |
| All | -68.6% | +1,024.2% | -1,092.8% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling