+6,960.0%
AJG vs ARWR
-97.2%
+7,057.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.8% |
| 7D | -7.4% | -3.2% | -4.2% | -7.4% |
| 30D | -3.0% | -6.5% | +3.5% | -3.0% |
| 3M | +12.8% | +12.7% | +0.2% | +12.8% |
| 6M | +12.8% | +36.2% | -23.4% | +12.7% |
| YTD | -4.7% | +24.5% | -29.2% | -4.8% |
| 1Y | -17.2% | +198.0% | -215.2% | -17.4% |
| 3Y | +10.2% | +176.4% | -166.2% | +9.8% |
| 5Y | +76.9% | +26.6% | +50.4% | +76.4% |
| 10Y | +480.5% | +1,054.1% | -573.5% | +476.7% |
| All | +6,960.0% | -97.2% | +7,057.2% | +6,837.7% |
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