+334.3%
AGI vs ARWR
+1,080.6%
-746.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -5.3% | -4.3% | -0.9% | -5.0% |
| 30D | +6.8% | -7.3% | +14.0% | +7.2% |
| 3M | +8.3% | +17.0% | -8.7% | +7.3% |
| 6M | -29.2% | +39.8% | -69.0% | -30.5% |
| YTD | -7.3% | +24.7% | -31.9% | -8.5% |
| 1Y | +8.0% | +186.5% | -178.4% | +2.4% |
| 3Y | +206.6% | +176.8% | +29.8% | +185.8% |
| 5Y | +398.1% | +29.3% | +368.8% | +368.7% |
| All | +334.3% | +1,080.6% | -746.3% | +280.9% |
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