+324.6%
ACGL vs ARWR
+1,021.8%
-697.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.4% | -19.9% | +18.6% | -0.1% |
| 30D | +12.4% | -18.7% | +31.1% | +13.7% |
| 3M | +11.1% | -44.7% | +55.8% | +15.1% |
| 6M | +16.3% | -36.5% | +52.9% | +19.1% |
| YTD | +13.8% | -25.7% | +39.5% | +14.8% |
| 1Y | +20.4% | +18.9% | +1.5% | +17.1% |
| 3Y | +33.6% | +83.1% | -49.5% | +21.3% |
| 5Y | +176.8% | -34.9% | +211.7% | +164.7% |
| 10Y | +324.6% | +1,080.9% | -756.3% | +252.0% |
| All | +324.6% | +1,021.8% | -697.2% | +252.0% |
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 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