-5.3%
ALK vs ARWR
+44.4%
-49.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.0% | -2.9% | +11.9% | +9.8% |
| 30D | -1.6% | -5.4% | +3.8% | -0.5% |
| 3M | -23.2% | -32.2% | +9.1% | -17.3% |
| 6M | -3.9% | -26.5% | +22.6% | +1.0% |
| YTD | -22.6% | -12.4% | -10.2% | -23.0% |
| 1Y | -5.3% | +46.9% | -52.2% | -13.1% |
| All | -5.3% | +44.4% | -49.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling