+216.8%
AGI vs ARWR
+173.2%
+43.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +11.3% | -6.5% | +17.7% | +12.0% |
| 3M | +5.6% | +12.7% | -7.0% | +4.2% |
| 6M | -27.7% | +36.2% | -63.9% | -29.9% |
| YTD | -4.1% | +24.5% | -28.5% | -6.6% |
| 1Y | +13.8% | +198.0% | -184.2% | +3.4% |
| All | +216.8% | +173.2% | +43.6% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling