+207.4%
ALAB vs ARWR
+111.5%
+96.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.0% | +5.9% |
| 7D | -26.3% | -2.9% | -23.4% | -25.4% |
| 30D | -50.1% | -5.4% | -44.7% | -49.2% |
| 3M | -42.5% | -32.2% | -10.2% | -36.5% |
| 6M | -10.8% | -26.5% | +15.7% | -3.8% |
| YTD | +14.6% | -12.4% | +27.0% | +18.0% |
| 1Y | +17.1% | +46.9% | -29.7% | +7.2% |
| All | +207.4% | +111.5% | +96.0% | +129.7% |
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