-97.1%
ADVB vs ARWR
+189.8%
-286.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -4.1% | -17.7% | +13.6% | +1.2% |
| 30D | -60.3% | -21.9% | -38.4% | -57.3% |
| 3M | -73.3% | -44.5% | -28.8% | -68.4% |
| 6M | -65.9% | -32.6% | -33.3% | -61.7% |
| YTD | -63.9% | -26.2% | -37.7% | -60.4% |
| 1Y | -74.1% | +23.0% | -97.1% | -76.0% |
| All | -97.1% | +189.8% | -286.9% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling