+33.0%
ALB vs ARWR
+1,055.7%
-1,022.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.2% |
| 7D | +5.3% | -17.7% | +22.9% | +7.9% |
| 30D | -6.3% | -21.9% | +15.7% | -3.2% |
| 3M | -27.4% | -44.5% | +17.1% | -21.5% |
| 6M | -53.1% | -32.6% | -20.5% | -50.9% |
| YTD | -32.3% | -26.2% | -6.1% | -30.5% |
| 1Y | -7.3% | +23.0% | -30.3% | -12.3% |
| 3Y | -14.9% | +81.8% | -96.7% | -27.5% |
| 5Y | -62.0% | -36.0% | -26.0% | -65.1% |
| 10Y | +33.0% | +1,039.5% | -1,006.5% | +5.3% |
| All | +33.0% | +1,055.7% | -1,022.6% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling