-63.5%
ALB vs ARWR
-38.4%
-25.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.2% |
| 7D | -3.6% | -17.9% | +14.4% | +0.4% |
| 30D | -2.9% | -18.9% | +16.0% | +1.3% |
| 3M | -25.8% | -46.0% | +20.1% | -15.5% |
| 6M | -53.6% | -40.3% | -13.2% | -48.7% |
| YTD | -32.4% | -29.0% | -3.4% | -29.2% |
| 1Y | -13.0% | +13.8% | -26.9% | -20.1% |
| 3Y | -15.0% | +74.9% | -89.9% | -36.9% |
| 5Y | -63.5% | -36.2% | -27.3% | -68.2% |
| All | -63.5% | -38.4% | -25.2% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling