+34.3%
AIG vs ARWR
+173.2%
-138.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -1.4% | -3.2% | +1.8% | -1.3% |
| 30D | -3.3% | -6.5% | +3.1% | -3.1% |
| 3M | +2.2% | +12.7% | -10.5% | +1.7% |
| 6M | -2.1% | +36.2% | -38.3% | -3.4% |
| YTD | -11.2% | +24.5% | -35.7% | -12.2% |
| 1Y | -2.1% | +198.0% | -200.1% | -7.4% |
| All | +34.3% | +173.2% | -138.9% | +22.4% |
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 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