+5.5%
ACM vs ARWR
+28.5%
-23.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 6M | -29.7% | +32.6% | -62.3% | -32.7% |
| YTD | -29.4% | +30.0% | -59.4% | -32.5% |
| 1Y | -46.4% | +208.4% | -254.8% | -54.6% |
| 3Y | -22.3% | +208.8% | -231.1% | -38.3% |
| All | +5.5% | +28.5% | -23.0% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling