+100.0%
ACM vs ARWR
+1,009.4%
-909.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.3% |
| 7D | +5.1% | -17.9% | +23.0% | +7.1% |
| 30D | +18.7% | -18.9% | +37.6% | +21.1% |
| 3M | +15.5% | -46.0% | +61.4% | +23.0% |
| 6M | +1.2% | -40.3% | +41.6% | +6.0% |
| YTD | -25.2% | -29.0% | +3.7% | -23.7% |
| 1Y | -46.3% | +13.8% | -60.1% | -48.4% |
| 3Y | -9.6% | +74.9% | -84.4% | -21.5% |
| 5Y | +4.4% | -36.2% | +40.6% | -2.2% |
| All | +100.0% | +1,009.4% | -909.5% | +43.7% |
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