+5,459.2%
AGI vs ARWR
+785.5%
+4,673.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | +18.2% | -0.7% | +18.9% | +18.2% |
| 3M | -4.1% | +14.9% | -19.0% | -4.2% |
| 6M | -28.7% | +32.6% | -61.3% | -28.8% |
| YTD | -4.0% | +30.0% | -34.0% | -4.1% |
| 1Y | +17.4% | +208.4% | -190.9% | +16.8% |
| 3Y | +203.0% | +208.8% | -5.8% | +201.1% |
| 5Y | +376.7% | +27.8% | +348.8% | +373.2% |
| 10Y | +407.5% | +1,107.6% | -700.1% | +411.7% |
| All | +5,459.2% | +785.5% | +4,673.6% | +6,241.4% |
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