+91.0%
ALLE vs ARWR
+103.1%
-12.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.8% | +3.9% | -2.3% |
| 7D | 0.0% | -5.0% | +5.1% | +0.4% |
| 30D | +20.6% | -6.6% | +27.2% | +21.2% |
| 3M | +11.4% | -33.9% | +45.3% | +14.9% |
| 6M | +42.5% | -23.3% | +65.9% | +44.7% |
| YTD | +18.9% | -13.5% | +32.3% | +19.1% |
| 1Y | +14.2% | +42.5% | -28.4% | +9.3% |
| All | +91.0% | +103.1% | -12.1% | +69.1% |
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