+32.0%
ALC vs ARWR
+150.3%
-118.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.3% | +15.6% | +2.1% |
| 7D | +2.1% | -17.3% | +19.4% | +4.3% |
| 30D | +17.2% | -21.5% | +38.7% | +20.5% |
| 3M | +4.6% | -43.8% | +48.5% | +11.8% |
| 6M | +20.1% | -32.3% | +52.4% | +24.6% |
| YTD | -4.2% | -25.8% | +21.6% | -2.4% |
| 1Y | +2.1% | +25.5% | -23.4% | -3.8% |
| 3Y | +4.5% | +84.1% | -79.7% | -12.2% |
| 5Y | -12.3% | -39.2% | +26.9% | -17.7% |
| All | +32.0% | +150.3% | -118.4% | -8.3% |
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 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