+22.2%
ACI vs ARWR
+102.6%
-80.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -3.2% |
| 7D | -2.6% | +2.9% | -5.4% | -2.6% |
| 30D | +1.1% | -2.9% | +4.0% | +1.1% |
| 3M | -23.6% | +15.2% | -38.9% | -23.9% |
| 6M | -29.9% | +42.3% | -72.2% | -30.5% |
| YTD | -26.9% | +28.2% | -55.1% | -27.3% |
| 1Y | -34.2% | +213.2% | -247.5% | -36.1% |
| 3Y | -43.6% | +184.6% | -228.3% | -45.6% |
| 5Y | -42.4% | +29.2% | -71.6% | -44.0% |
| All | +22.2% | +102.6% | -80.5% | +18.9% |
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