+243.4%
AGI vs ARWR
-38.4%
+281.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.7% |
| 7D | -7.5% | -17.9% | +10.4% | -5.6% |
| 30D | -9.9% | -18.9% | +9.0% | -8.0% |
| 3M | -14.2% | -46.0% | +31.8% | -8.4% |
| 6M | -35.2% | -40.3% | +5.1% | -31.8% |
| YTD | -25.2% | -29.0% | +3.7% | -23.0% |
| 1Y | -14.3% | +13.8% | -28.2% | -16.2% |
| 3Y | +127.7% | +74.9% | +52.8% | +105.8% |
| 5Y | +243.4% | -36.2% | +279.7% | +218.1% |
| All | +243.4% | -38.4% | +281.8% | +218.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling