+210.5%
ALLE vs ARWR
+1,021.8%
-811.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -0.8% | -19.9% | +19.1% | +1.1% |
| 30D | +27.4% | -18.7% | +46.1% | +29.6% |
| 3M | +13.8% | -44.7% | +58.5% | +19.9% |
| 6M | +45.5% | -36.5% | +82.0% | +50.6% |
| YTD | +21.4% | -25.7% | +47.0% | +23.2% |
| 1Y | +15.4% | +18.9% | -3.6% | +11.3% |
| 3Y | +91.7% | +83.1% | +8.6% | +69.6% |
| 5Y | +54.5% | -34.9% | +89.4% | +45.6% |
| 10Y | +210.5% | +1,080.9% | -870.3% | +132.7% |
| All | +210.5% | +1,021.8% | -811.3% | +132.7% |
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