+173.4%
ACGL vs ARWR
-38.4%
+211.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.3% |
| 7D | -1.2% | -17.9% | +16.7% | -0.4% |
| 30D | +12.8% | -18.9% | +31.7% | +13.8% |
| 3M | +12.3% | -46.0% | +58.2% | +15.3% |
| 6M | +15.8% | -40.3% | +56.2% | +18.1% |
| YTD | +13.9% | -29.0% | +42.9% | +14.7% |
| 1Y | +19.0% | +13.8% | +5.2% | +16.3% |
| 3Y | +33.7% | +74.9% | -41.2% | +22.2% |
| 5Y | +173.4% | -36.2% | +209.6% | +151.7% |
| All | +173.4% | -38.4% | +211.8% | +151.7% |
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