+168.2%
ACGL vs ARWR
-29.8%
+198.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | +0.2% |
| 7D | +6.4% | -5.0% | +11.4% | +6.6% |
| 30D | +16.6% | -6.6% | +23.2% | +16.9% |
| 3M | +11.6% | -33.9% | +45.5% | +13.6% |
| 6M | +17.5% | -23.3% | +40.8% | +18.4% |
| YTD | +15.3% | -13.5% | +28.7% | +15.2% |
| 1Y | +26.3% | +42.5% | -16.3% | +22.2% |
| 3Y | +35.9% | +104.1% | -68.2% | +23.9% |
| 5Y | +168.2% | -28.8% | +197.0% | +144.2% |
| All | +168.2% | -29.8% | +198.0% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling