+3,710.2%
ABT vs ARWR
-97.0%
+3,807.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | +2.5% | -0.7% | +3.1% | +2.5% |
| 3M | +20.2% | +14.9% | +5.3% | +20.1% |
| 6M | -2.9% | +32.6% | -35.6% | -3.1% |
| YTD | -11.9% | +30.0% | -42.0% | -12.1% |
| 1Y | -16.5% | +208.4% | -224.9% | -17.0% |
| 3Y | +12.1% | +208.8% | -196.7% | +11.2% |
| 5Y | -7.4% | +27.8% | -35.2% | -7.9% |
| 10Y | +210.7% | +1,107.6% | -896.9% | +205.4% |
| All | +3,710.2% | -97.0% | +3,807.2% | +3,500.0% |
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