+26.2%
ALC vs ARWR
+139.7%
-113.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.3% |
| 7D | -6.2% | -17.9% | +11.8% | -4.1% |
| 30D | +14.0% | -18.9% | +32.9% | +16.7% |
| 3M | -2.4% | -46.0% | +43.6% | +4.7% |
| 6M | +12.6% | -40.3% | +53.0% | +18.7% |
| YTD | -8.4% | -29.0% | +20.6% | -6.2% |
| 1Y | -9.1% | +13.8% | -23.0% | -13.3% |
| 3Y | -0.3% | +74.9% | -75.2% | -15.6% |
| 5Y | -9.9% | -36.2% | +26.3% | -16.1% |
| All | +26.2% | +139.7% | -113.5% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling