+69.8%
AG vs ARWR
+1,009.4%
-939.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -4.8% |
| 7D | -6.0% | -17.9% | +11.9% | -4.1% |
| 30D | -14.3% | -18.9% | +4.6% | -12.4% |
| 3M | -26.9% | -46.0% | +19.0% | -21.8% |
| 6M | -42.1% | -40.3% | -1.8% | -38.9% |
| YTD | -15.9% | -29.0% | +13.1% | -13.0% |
| 1Y | +11.5% | +13.8% | -2.3% | +9.3% |
| 3Y | +208.0% | +74.9% | +133.1% | +178.2% |
| 5Y | +2.4% | -36.2% | +38.7% | -2.7% |
| All | +69.8% | +1,009.4% | -939.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling