-43.1%
ACI vs ARWR
+28.5%
-71.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | +5.9% | -0.7% | +6.6% | +5.9% |
| 3M | -19.8% | +14.9% | -34.7% | -20.0% |
| 6M | -24.7% | +32.6% | -57.4% | -25.3% |
| YTD | -24.4% | +30.0% | -54.4% | -24.9% |
| 1Y | -31.5% | +208.4% | -239.9% | -33.6% |
| 3Y | -38.7% | +208.8% | -247.5% | -41.4% |
| All | -43.1% | +28.5% | -71.5% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling