-93.7%
AAOX vs ARWR
-11.9%
-81.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +0.7% | +30.6% | +31.0% |
| 7D | -20.1% | -19.9% | -0.2% | -10.3% |
| 30D | -75.5% | -18.7% | -56.8% | -72.6% |
| 3M | -89.0% | -44.7% | -44.3% | -86.0% |
| 6M | -96.7% | -36.5% | -60.2% | -95.8% |
| All | -93.7% | -11.9% | -81.8% | -88.6% |
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 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