-12.9%
ALB vs ARWR
+105.6%
-118.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +9.1% | -2.9% | +12.0% | +9.7% |
| 30D | -3.4% | -5.4% | +2.0% | -2.4% |
| 3M | -20.6% | -32.2% | +11.6% | -13.8% |
| 6M | -48.2% | -26.5% | -21.7% | -45.3% |
| YTD | -29.2% | -12.4% | -16.8% | -29.1% |
| 1Y | +10.0% | +46.9% | -36.9% | -5.0% |
| 3Y | -12.9% | +116.0% | -128.9% | -40.8% |
| All | -12.9% | +105.6% | -118.5% | -40.8% |
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