+18.6%
ALK vs ARWR
+105.6%
-87.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.0% | -2.9% | +11.9% | +9.6% |
| 30D | -1.6% | -5.4% | +3.8% | -0.8% |
| 3M | -23.2% | -32.2% | +9.1% | -18.4% |
| 6M | -3.9% | -26.5% | +22.6% | +0.1% |
| YTD | -22.6% | -12.4% | -10.2% | -22.1% |
| 1Y | -5.3% | +46.9% | -52.2% | -12.6% |
| 3Y | +18.6% | +116.0% | -97.4% | -6.8% |
| All | +18.6% | +105.6% | -87.0% | -6.8% |
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