-51.9%
AIG vs ARWR
-97.0%
+45.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | +4.5% | +14.9% | -10.4% | +4.3% |
| 6M | -1.4% | +32.6% | -34.1% | -1.7% |
| YTD | -9.8% | +30.0% | -39.8% | -10.1% |
| 1Y | -4.5% | +208.4% | -212.9% | -5.5% |
| 3Y | +37.4% | +208.8% | -171.4% | +35.5% |
| 5Y | +55.0% | +27.8% | +27.2% | +53.5% |
| 10Y | +63.7% | +1,107.6% | -1,043.9% | +58.5% |
| All | -51.9% | -97.0% | +45.1% | -55.4% |
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