+25.7%
ALHC vs ARWR
+105.6%
-79.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | +1.0% | -2.9% | +3.9% | +1.3% |
| 30D | -14.2% | -5.4% | -8.8% | -13.7% |
| 3M | -45.1% | -32.2% | -12.9% | -43.1% |
| 6M | -59.5% | -26.5% | -33.0% | -58.3% |
| YTD | -62.8% | -12.4% | -50.4% | -62.3% |
| 1Y | -55.5% | +46.9% | -102.4% | -56.7% |
| 3Y | +25.7% | +116.0% | -90.3% | +20.0% |
| All | +25.7% | +105.6% | -79.9% | +20.0% |
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