+233.3%
ACM vs ARWR
-13.8%
+247.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +5.4% | -2.9% | +8.3% | +5.6% |
| 30D | +15.1% | -5.4% | +20.5% | +15.6% |
| 3M | -10.5% | -32.2% | +21.8% | -7.8% |
| 6M | -19.7% | -26.5% | +6.8% | -18.2% |
| YTD | -28.8% | -12.4% | -16.4% | -28.8% |
| 1Y | -47.9% | +46.9% | -94.7% | -50.2% |
| 3Y | -12.4% | +116.0% | -128.3% | -21.5% |
| 5Y | +0.6% | -28.0% | +28.5% | -4.4% |
| 10Y | +161.3% | +923.9% | -762.7% | +92.6% |
| All | +233.3% | -13.8% | +247.2% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling