-47.4%
ALK vs ARWR
+1,024.2%
-1,071.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -1.2% | -17.8% | +16.7% | +1.0% |
| 30D | +7.7% | -18.1% | +25.8% | +10.1% |
| 3M | -19.0% | -44.2% | +25.2% | -13.3% |
| 6M | -0.2% | -38.6% | +38.4% | +5.1% |
| YTD | -23.5% | -28.0% | +4.5% | -21.3% |
| 1Y | -9.1% | +16.1% | -25.3% | -12.3% |
| 3Y | +12.0% | +84.0% | -72.0% | -3.3% |
| 5Y | -30.9% | -35.4% | +4.5% | -35.6% |
| All | -47.4% | +1,024.2% | -1,071.6% | -58.9% |
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