-52.8%
ACHR vs ARWR
-38.7%
-14.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +14.0% | -17.7% | +31.7% | +20.7% |
| 30D | -5.0% | -21.9% | +16.9% | +2.4% |
| 3M | -24.8% | -44.5% | +19.8% | -9.2% |
| 6M | -27.3% | -32.6% | +5.3% | -19.1% |
| YTD | -37.4% | -26.2% | -11.2% | -33.2% |
| 1Y | -44.3% | +23.0% | -67.2% | -51.2% |
| 3Y | -5.2% | +81.8% | -87.0% | -35.6% |
| 5Y | -20.8% | -36.0% | +15.2% | -34.2% |
| All | -52.8% | -38.7% | -14.0% | -60.4% |
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