+4,824.8%
ACGL vs ARWR
-68.5%
+4,893.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -0.1% |
| 7D | +6.4% | -5.0% | +11.4% | +6.4% |
| 30D | +16.6% | -6.6% | +23.2% | +16.6% |
| 3M | +11.6% | -33.9% | +45.5% | +11.7% |
| 6M | +17.5% | -23.3% | +40.8% | +17.5% |
| YTD | +15.3% | -13.5% | +28.7% | +15.3% |
| 1Y | +26.3% | +42.5% | -16.3% | +26.1% |
| 3Y | +35.9% | +104.1% | -68.2% | +35.5% |
| 5Y | +168.2% | -28.8% | +197.0% | +167.7% |
| 10Y | +352.0% | +911.6% | -559.6% | +350.3% |
| All | +4,824.8% | -68.5% | +4,893.3% | +5,485.3% |
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