+8.0%
AGI vs ARWR
+195.4%
-187.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -5.3% | -4.3% | -0.9% | -4.4% |
| 30D | +6.8% | -7.3% | +14.0% | +8.4% |
| 3M | +8.3% | +17.0% | -8.7% | +4.4% |
| 6M | -29.2% | +39.8% | -69.0% | -33.8% |
| YTD | -7.3% | +24.7% | -31.9% | -12.5% |
| 1Y | +8.0% | +186.5% | -178.4% | -17.5% |
| All | +8.0% | +195.4% | -187.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling