+221.5%
ALLE vs ARWR
+921.6%
-700.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.1% | +4.2% |
| 7D | -0.6% | -17.3% | +16.7% | +1.0% |
| 30D | +26.6% | -21.5% | +48.1% | +29.2% |
| 3M | +13.2% | -43.8% | +57.0% | +19.0% |
| 6M | +42.9% | -32.3% | +75.1% | +47.0% |
| YTD | +21.0% | -25.8% | +46.9% | +22.9% |
| 1Y | +15.2% | +25.5% | -10.4% | +10.5% |
| 3Y | +95.6% | +84.1% | +11.4% | +72.9% |
| 5Y | +53.4% | -39.2% | +92.6% | +45.3% |
| 10Y | +221.5% | +1,072.4% | -850.9% | +141.0% |
| All | +221.5% | +921.6% | -700.1% | +141.0% |
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 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