-9.2%
ACM vs ARWR
+79.8%
-89.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.4% |
| 7D | +5.6% | -17.8% | +23.5% | +7.2% |
| 30D | +20.8% | -18.1% | +39.0% | +22.6% |
| 3M | +11.4% | -44.2% | +55.6% | +16.7% |
| 6M | +0.9% | -38.6% | +39.6% | +4.4% |
| YTD | -24.8% | -28.0% | +3.2% | -23.9% |
| 1Y | -46.4% | +16.1% | -62.6% | -48.6% |
| 3Y | -9.2% | +84.0% | -93.2% | -20.5% |
| All | -9.2% | +79.8% | -89.1% | -20.5% |
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 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