+445.6%
AG vs ARWR
+88.1%
+357.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | +19.2% | -0.7% | +19.8% | +19.3% |
| 3M | +6.2% | +14.9% | -8.7% | +5.1% |
| 6M | -26.7% | +32.6% | -59.3% | -28.1% |
| YTD | +26.1% | +30.0% | -3.9% | +23.7% |
| 1Y | +131.7% | +208.4% | -76.7% | +114.6% |
| 3Y | +255.3% | +208.8% | +46.5% | +221.7% |
| 5Y | +61.9% | +27.8% | +34.1% | +51.0% |
| 10Y | +72.0% | +1,107.6% | -1,035.5% | +42.1% |
| All | +445.6% | +88.1% | +357.5% | +342.1% |
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