+4,269.4%
ACGL vs ARWR
-52.7%
+4,322.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +11.0% | +14.9% | -3.8% | +11.0% |
| 6M | -0.3% | +32.6% | -33.0% | -0.4% |
| YTD | +2.3% | +30.0% | -27.8% | +2.2% |
| 1Y | +6.4% | +208.4% | -202.0% | +6.1% |
| 3Y | +34.0% | +208.8% | -174.8% | +33.4% |
| 5Y | +161.6% | +27.8% | +133.8% | +160.8% |
| 10Y | +278.6% | +1,107.6% | -829.0% | +276.9% |
| All | +4,269.4% | -52.7% | +4,322.1% | +4,851.2% |
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 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