-12.9%
ALB vs ARWR
+77.5%
-90.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.2% |
| 7D | -3.6% | -17.9% | +14.4% | +0.3% |
| 30D | -2.9% | -18.9% | +16.0% | +1.2% |
| 3M | -25.8% | -46.0% | +20.1% | -15.8% |
| 6M | -53.6% | -40.3% | -13.2% | -48.8% |
| YTD | -32.4% | -29.0% | -3.4% | -29.3% |
| 1Y | -13.0% | +13.8% | -26.9% | -20.6% |
| All | -12.9% | +77.5% | -90.4% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling