+6.0%
AAL vs ARWR
+20.0%
-13.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +10.1% | -17.7% | +27.8% | +12.8% |
| 30D | +10.6% | -21.9% | +32.5% | +14.3% |
| 3M | -5.9% | -44.5% | +38.6% | +2.3% |
| 6M | +5.7% | -32.6% | +38.3% | +10.8% |
| YTD | -8.0% | -26.2% | +18.2% | -6.5% |
| 1Y | +6.0% | +23.0% | -17.0% | +0.6% |
| All | +6.0% | +20.0% | -13.9% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling