-87.2%
ADVB vs ARWR
+410.6%
-497.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.8% | +1.7% | -5.4% | -4.4% |
| 30D | +17.6% | -0.7% | +18.2% | +17.5% |
| 3M | +119.1% | +14.9% | +104.3% | +111.3% |
| 6M | +103.4% | +32.6% | +70.8% | +89.5% |
| YTD | +59.8% | +30.0% | +29.8% | +48.8% |
| 1Y | +8.5% | +208.4% | -199.8% | -24.3% |
| All | -87.2% | +410.6% | -497.8% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling