+27.3%
ALC vs ARWR
+150.9%
-123.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -6.3% | -19.9% | +13.7% | -3.9% |
| 30D | +12.6% | -18.7% | +31.3% | +15.2% |
| 3M | -3.8% | -44.7% | +40.9% | +2.9% |
| 6M | +16.8% | -36.5% | +53.3% | +22.2% |
| YTD | -7.6% | -25.7% | +18.0% | -5.9% |
| 1Y | -5.9% | +18.9% | -24.8% | -10.7% |
| 3Y | +0.6% | +83.1% | -82.5% | -15.4% |
| 5Y | -9.5% | -34.9% | +25.4% | -15.8% |
| All | +27.3% | +150.9% | -123.7% | -11.6% |
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