-97.2%
ADVB vs ARWR
+191.2%
-288.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.9% | +8.2% |
| 7D | -1.2% | -17.3% | +16.1% | +4.1% |
| 30D | -61.4% | -21.5% | -39.9% | -58.6% |
| 3M | -67.8% | -43.8% | -24.0% | -62.0% |
| 6M | -66.9% | -32.3% | -34.6% | -62.9% |
| YTD | -64.9% | -25.8% | -39.1% | -61.5% |
| 1Y | -74.8% | +25.5% | -100.3% | -76.7% |
| All | -97.2% | +191.2% | -288.4% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling