+209.7%
ABT vs ARWR
+978.7%
-769.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -4.7% | -3.2% | -1.5% | -4.5% |
| 30D | -3.1% | -6.5% | +3.3% | -2.7% |
| 3M | +16.1% | +12.7% | +3.5% | +14.8% |
| 6M | -5.3% | +36.2% | -41.5% | -8.0% |
| YTD | -14.4% | +24.5% | -38.9% | -16.5% |
| 1Y | -18.4% | +198.0% | -216.4% | -26.1% |
| 3Y | +11.2% | +176.4% | -165.2% | -2.5% |
| 5Y | -9.4% | +26.6% | -35.9% | -17.6% |
| 10Y | +209.7% | +1,054.1% | -844.3% | +131.7% |
| All | +209.7% | +978.7% | -769.0% | +131.7% |
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