-27.4%
ADSK vs ARWR
+26.2%
-53.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.2% |
| 7D | -14.5% | -3.2% | -11.3% | -14.1% |
| 30D | -19.3% | -6.5% | -12.9% | -18.5% |
| 3M | -7.8% | +12.7% | -20.5% | -10.3% |
| 6M | -20.8% | +36.2% | -57.0% | -25.8% |
| YTD | -30.2% | +24.5% | -54.7% | -33.9% |
| 1Y | -36.5% | +198.0% | -234.4% | -49.4% |
| 3Y | -5.7% | +176.4% | -182.1% | -30.8% |
| All | -27.4% | +26.2% | -53.5% | -41.3% |
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