+312.9%
AG vs ARWR
+7.3%
+305.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.3% | +20.0% | +5.7% |
| 7D | +10.8% | -17.3% | +28.2% | +12.1% |
| 30D | -8.2% | -21.5% | +13.4% | -6.7% |
| 3M | -13.7% | -43.8% | +30.1% | -10.4% |
| 6M | -27.3% | -32.3% | +5.0% | -25.5% |
| YTD | -4.6% | -25.8% | +21.3% | -2.9% |
| 1Y | +39.4% | +25.5% | +13.8% | +36.8% |
| 3Y | +244.1% | +84.1% | +160.0% | +222.5% |
| 5Y | +16.8% | -39.2% | +56.0% | +13.9% |
| 10Y | +71.7% | +1,072.4% | -1,000.7% | +44.7% |
| All | +312.9% | +7.3% | +305.7% | +247.0% |
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