+34.3%
ACI vs ARWR
+12.3%
+22.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.4% |
| 7D | -0.5% | -17.9% | +17.5% | -0.1% |
| 30D | +4.9% | -18.9% | +23.8% | +5.3% |
| 3M | +11.1% | -46.0% | +57.1% | +12.3% |
| 6M | -14.9% | -40.3% | +25.4% | -14.2% |
| YTD | -19.6% | -29.0% | +9.4% | -19.3% |
| 1Y | -22.7% | +13.8% | -36.5% | -23.3% |
| 3Y | -31.2% | +74.9% | -106.1% | -33.3% |
| 5Y | -42.3% | -36.2% | -6.1% | -43.2% |
| All | +34.3% | +12.3% | +22.0% | +32.0% |
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