+16,255.3%
ADI vs ARWR
-97.0%
+16,352.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.4% | +1.7% | -1.2% | +0.4% |
| 30D | -3.8% | -0.7% | -3.1% | -3.8% |
| 3M | -15.3% | +14.9% | -30.1% | -15.4% |
| 6M | +6.7% | +32.6% | -25.9% | +6.4% |
| YTD | +34.8% | +30.0% | +4.7% | +34.5% |
| 1Y | +49.0% | +208.4% | -159.3% | +47.7% |
| 3Y | +108.1% | +208.8% | -100.7% | +105.8% |
| 5Y | +142.4% | +27.8% | +114.6% | +140.6% |
| 10Y | +589.9% | +1,107.6% | -517.6% | +575.0% |
| All | +16,255.3% | -97.0% | +16,352.4% | +18,096.0% |
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