-77.0%
ADVB vs ARWR
+59.7%
-136.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -5.8% |
| 7D | -29.5% | +2.4% | -31.9% | -30.1% |
| 30D | -66.9% | -1.1% | -65.8% | -66.8% |
| 3M | -73.7% | -31.2% | -42.5% | -70.4% |
| 6M | -64.8% | -19.3% | -45.5% | -62.0% |
| YTD | -64.0% | -7.1% | -56.9% | -61.5% |
| 1Y | -77.0% | +62.9% | -139.9% | -77.5% |
| All | -77.0% | +59.7% | -136.7% | -77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling