+30.3%
ACI vs ARWR
+38.5%
-8.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.4% |
| 7D | -2.2% | -2.9% | +0.7% | -2.2% |
| 30D | +10.3% | -5.4% | +15.7% | +10.4% |
| 3M | +7.2% | -32.2% | +39.4% | +7.9% |
| 6M | -18.0% | -26.5% | +8.5% | -17.6% |
| YTD | -22.0% | -12.4% | -9.6% | -22.0% |
| 1Y | -23.4% | +46.9% | -70.2% | -24.3% |
| 3Y | -35.8% | +116.0% | -151.8% | -37.9% |
| 5Y | -43.7% | -28.0% | -15.7% | -44.6% |
| All | +30.3% | +38.5% | -8.2% | +27.6% |
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