+135.8%
ACM vs ARWR
+921.6%
-785.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.3% | +20.5% | +6.9% |
| 7D | +6.9% | -17.3% | +24.2% | +8.9% |
| 30D | +19.1% | -21.5% | +40.6% | +22.0% |
| 3M | -6.9% | -43.8% | +36.9% | -1.2% |
| 6M | -12.0% | -32.3% | +20.2% | -9.2% |
| YTD | -25.1% | -25.8% | +0.7% | -23.9% |
| 1Y | -45.4% | +25.5% | -70.9% | -48.2% |
| 3Y | -6.9% | +84.1% | -91.1% | -19.9% |
| 5Y | +3.7% | -39.2% | +43.0% | -2.3% |
| 10Y | +135.8% | +1,072.4% | -936.6% | +66.6% |
| All | +135.8% | +921.6% | -785.8% | +66.6% |
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 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