+2.5%
ALC vs ARWR
+105.6%
-103.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | +4.9% | -2.9% | +7.8% | +5.1% |
| 30D | +19.0% | -5.4% | +24.4% | +19.5% |
| 3M | +7.8% | -32.2% | +40.0% | +11.1% |
| 6M | +14.6% | -26.5% | +41.1% | +16.9% |
| YTD | -4.4% | -12.4% | +8.0% | -4.6% |
| 1Y | +1.4% | +46.9% | -45.5% | -4.3% |
| 3Y | +2.5% | +116.0% | -113.5% | -11.2% |
| All | +2.5% | +105.6% | -103.1% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling