+114.3%
ADI vs ARWR
-28.9%
+143.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -12.8% | -2.9% | -9.9% | -12.3% |
| 30D | -11.3% | -5.4% | -5.9% | -10.4% |
| 3M | -3.4% | -32.2% | +28.9% | +3.7% |
| 6M | -12.0% | -26.5% | +14.5% | -7.8% |
| YTD | +35.3% | -12.4% | +47.7% | +36.2% |
| 1Y | +58.1% | +46.9% | +11.2% | +42.4% |
| 3Y | +127.4% | +116.0% | +11.4% | +71.4% |
| All | +114.3% | -28.9% | +143.2% | +85.8% |
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