+2,885.9%
ALB vs ARWR
-94.1%
+2,980.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.1% |
| 30D | +6.3% | -0.7% | +6.9% | +6.3% |
| 3M | -23.6% | +14.9% | -38.4% | -23.7% |
| 6M | -24.6% | +32.6% | -57.2% | -24.8% |
| YTD | -10.3% | +30.0% | -40.3% | -10.5% |
| 1Y | +61.5% | +208.4% | -146.9% | +59.9% |
| 3Y | -34.0% | +208.8% | -242.8% | -34.8% |
| 5Y | -44.6% | +27.8% | -72.4% | -45.0% |
| 10Y | +76.1% | +1,107.6% | -1,031.5% | +71.9% |
| All | +2,885.9% | -94.1% | +2,980.0% | +3,206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling