+11.5%
ABT vs ARWR
+181.4%
-169.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -3.1% | +2.9% | -6.0% | -3.2% |
| 30D | -2.1% | -2.9% | +0.8% | -2.1% |
| 3M | +17.4% | +15.2% | +2.2% | +17.0% |
| 6M | -2.4% | +42.3% | -44.7% | -3.3% |
| YTD | -14.2% | +28.2% | -42.4% | -14.9% |
| 1Y | -18.3% | +213.2% | -231.6% | -20.9% |
| 3Y | +11.5% | +184.6% | -173.1% | +7.3% |
| All | +11.5% | +181.4% | -169.8% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling