+234.1%
ABT vs ARWR
+1,024.2%
-790.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.1% |
| 7D | -1.3% | -17.8% | +16.6% | +0.1% |
| 30D | +6.0% | -18.1% | +24.2% | +7.5% |
| 3M | -1.9% | -44.2% | +42.3% | +2.2% |
| 6M | +31.2% | -38.6% | +69.8% | +35.2% |
| YTD | -11.2% | -28.0% | +16.8% | -10.0% |
| 1Y | -14.0% | +16.1% | -30.1% | -16.4% |
| 3Y | +20.7% | +84.0% | -63.3% | +8.6% |
| 5Y | -6.7% | -35.4% | +28.7% | -10.8% |
| All | +234.1% | +1,024.2% | -790.1% | +148.9% |
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 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