-3.2%
ALB vs ARWR
+20.5%
-23.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.3% | +15.2% | +1.6% |
| 7D | +9.5% | -17.3% | +26.8% | +11.5% |
| 30D | -2.1% | -21.5% | +19.4% | +0.3% |
| 3M | -24.1% | -43.8% | +19.7% | -19.8% |
| 6M | -51.0% | -32.3% | -18.7% | -49.1% |
| YTD | -29.3% | -25.8% | -3.5% | -27.6% |
| All | -3.2% | +20.5% | -23.7% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling