+23.8%
ALC vs ARWR
+338.9%
-315.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -0.1% | -0.7% | +0.6% | 0.0% |
| 3M | +5.9% | +14.9% | -9.0% | +3.6% |
| 6M | -15.9% | +32.6% | -48.6% | -19.7% |
| YTD | -10.1% | +30.0% | -40.2% | -14.1% |
| 1Y | -10.2% | +208.4% | -218.6% | -24.4% |
| 3Y | -13.6% | +208.8% | -222.4% | -31.6% |
| 5Y | -15.1% | +27.8% | -43.0% | -27.3% |
| All | +23.8% | +338.9% | -315.1% | -19.3% |
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 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