-20.7%
ACM vs ARWR
+211.2%
-231.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | -11.1% | -0.7% | -10.5% | -11.1% |
| 3M | -8.0% | +14.9% | -22.9% | -9.5% |
| 6M | -29.7% | +32.6% | -62.3% | -32.1% |
| YTD | -29.4% | +30.0% | -59.4% | -31.8% |
| 1Y | -46.4% | +208.4% | -254.8% | -53.0% |
| All | -20.7% | +211.2% | -231.9% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling