+145.1%
ALLE vs ARWR
+1,117.8%
-972.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -6.8% | -0.7% | -6.1% | -6.8% |
| 3M | +21.0% | +14.9% | +6.2% | +19.1% |
| 6M | +1.1% | +32.6% | -31.5% | -2.1% |
| YTD | -0.5% | +30.0% | -30.6% | -3.8% |
| 1Y | -7.3% | +208.4% | -215.6% | -17.9% |
| 3Y | +42.3% | +208.8% | -166.5% | +20.6% |
| 5Y | +13.5% | +27.8% | -14.4% | +1.0% |
| All | +145.1% | +1,117.8% | -972.6% | +78.4% |
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