-43.9%
ALB vs ARWR
+28.5%
-72.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.4% |
| 30D | +6.3% | -0.7% | +6.9% | +6.3% |
| 3M | -23.6% | +14.9% | -38.4% | -26.6% |
| 6M | -24.6% | +32.6% | -57.2% | -30.7% |
| YTD | -10.3% | +30.0% | -40.3% | -17.4% |
| 1Y | +61.5% | +208.4% | -146.9% | +17.4% |
| 3Y | -34.0% | +208.8% | -242.8% | -56.7% |
| All | -43.9% | +28.5% | -72.4% | -57.3% |
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 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