+131.0%
ACM vs ARWR
+1,013.6%
-882.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +6.6% | -17.7% | +24.3% | +8.7% |
| 30D | +19.8% | -21.9% | +41.7% | +22.8% |
| 3M | -3.1% | -44.5% | +41.4% | +3.0% |
| 6M | -11.5% | -32.6% | +21.1% | -8.6% |
| YTD | -24.7% | -26.2% | +1.5% | -23.4% |
| 1Y | -45.1% | +23.0% | -68.0% | -47.7% |
| 3Y | -8.9% | +81.8% | -90.6% | -21.4% |
| 5Y | +5.4% | -36.0% | +41.4% | -1.3% |
| All | +131.0% | +1,013.6% | -882.6% | +63.5% |
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