+46.9%
ALLE vs ARWR
+211.2%
-164.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.3% |
| 6M | +1.1% | +32.6% | -31.5% | -1.7% |
| YTD | -0.5% | +30.0% | -30.6% | -3.4% |
| 1Y | -7.3% | +208.4% | -215.6% | -16.7% |
| All | +46.9% | +211.2% | -164.4% | +24.0% |
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 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