+3,809.0%
ABT vs ARWR
-98.3%
+3,907.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +1.0% | -17.7% | +18.7% | +1.1% |
| 30D | +11.6% | -21.9% | +33.5% | +11.7% |
| 3M | +2.3% | -44.5% | +46.8% | +2.6% |
| 6M | +32.7% | -32.6% | +65.3% | +32.9% |
| YTD | -9.6% | -26.2% | +16.5% | -9.6% |
| 1Y | -10.1% | +23.0% | -33.0% | -10.2% |
| 3Y | +25.2% | +81.8% | -56.5% | +24.5% |
| 5Y | -4.5% | -36.0% | +31.5% | -4.8% |
| 10Y | +228.3% | +1,039.5% | -811.3% | +223.2% |
| All | +3,809.0% | -98.3% | +3,907.3% | +3,602.3% |
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 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