+270.3%
ALLE vs ARWR
+1,055.8%
-785.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| YTD | -0.5% | +30.0% | -30.6% | -3.6% |
| 1Y | -7.3% | +208.4% | -215.6% | -17.5% |
| 3Y | +42.3% | +208.8% | -166.5% | +21.6% |
| 5Y | +13.5% | +27.8% | -14.4% | +1.7% |
| 10Y | +144.0% | +1,107.6% | -963.5% | +71.8% |
| All | +270.3% | +1,055.8% | -785.5% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling