-41.0%
ALK vs ARWR
+1,055.7%
-1,096.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +12.9% | -17.7% | +30.6% | +15.4% |
| 30D | +5.5% | -21.9% | +27.5% | +8.5% |
| 3M | -12.1% | -44.5% | +32.4% | -5.8% |
| 6M | +1.7% | -32.6% | +34.3% | +5.8% |
| YTD | -17.4% | -26.2% | +8.8% | -15.3% |
| 1Y | -1.9% | +23.0% | -24.9% | -6.1% |
| 3Y | +21.2% | +81.8% | -60.5% | +4.7% |
| 5Y | -27.8% | -36.0% | +8.2% | -32.8% |
| 10Y | -41.0% | +1,039.5% | -1,080.6% | -54.3% |
| All | -41.0% | +1,055.7% | -1,096.7% | -54.3% |
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 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