-96.8%
ADVB vs ARWR
+191.9%
-288.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.2% | +9.7% |
| 7D | +10.5% | -19.9% | +30.4% | +17.7% |
| 30D | -56.0% | -18.7% | -37.3% | -53.3% |
| 3M | -70.1% | -44.7% | -25.5% | -64.6% |
| 6M | -53.7% | -36.5% | -17.2% | -47.2% |
| YTD | -60.3% | -25.7% | -34.6% | -56.5% |
| 1Y | -73.1% | +18.9% | -92.1% | -74.8% |
| All | -96.8% | +191.9% | -288.7% | -97.9% |
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