+1,200.9%
ALK vs ARWR
-97.0%
+1,297.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.7% | +1.7% | -2.3% | -0.7% |
| 30D | -19.2% | -0.7% | -18.6% | -19.2% |
| 3M | -1.5% | +14.9% | -16.4% | -1.6% |
| 6M | -13.1% | +32.6% | -45.7% | -13.2% |
| YTD | -16.4% | +30.0% | -46.5% | -16.6% |
| 1Y | -33.1% | +208.4% | -241.4% | -33.6% |
| 3Y | +0.6% | +208.8% | -208.2% | -0.4% |
| 5Y | -26.4% | +27.8% | -54.2% | -26.9% |
| 10Y | -34.2% | +1,107.6% | -1,141.7% | -35.5% |
| All | +1,200.9% | -97.0% | +1,297.9% | +1,215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling