-71.8%
ADVB vs ARWR
+17.3%
-89.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.3% | -24.9% | -23.9% |
| 7D | +27.8% | -17.8% | +45.6% | +34.2% |
| 30D | -50.8% | -18.1% | -32.6% | -48.1% |
| 3M | -70.5% | -44.2% | -26.3% | -64.9% |
| 6M | -46.7% | -38.6% | -8.1% | -38.4% |
| YTD | -56.7% | -28.0% | -28.6% | -50.1% |
| 1Y | -71.8% | +16.1% | -87.9% | -67.9% |
| All | -71.8% | +17.3% | -89.1% | -67.9% |
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 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