-97.3%
ADVB vs ARWR
+243.9%
-341.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.8% |
| 7D | -13.9% | -2.9% | -11.0% | -13.0% |
| 30D | -68.1% | -5.4% | -62.7% | -67.5% |
| 3M | -73.4% | -32.2% | -41.1% | -70.2% |
| 6M | -70.8% | -26.5% | -44.3% | -68.0% |
| YTD | -66.1% | -12.4% | -53.7% | -64.4% |
| 1Y | -77.5% | +46.9% | -124.4% | -80.1% |
| All | -97.3% | +243.9% | -341.2% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling