-72.3%
ADVB vs ARWR
-25.6%
-46.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.8% | -2.7% | -4.6% |
| 7D | -28.0% | -5.0% | -23.0% | -25.1% |
| 30D | -70.2% | -6.6% | -63.6% | -68.7% |
| 3M | -76.1% | -33.9% | -42.2% | -67.7% |
| 6M | -72.3% | -23.3% | -49.0% | -65.7% |
| All | -72.3% | -25.6% | -46.7% | -65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling