+176.0%
ALLY vs ARWR
+1,055.7%
-879.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -0.7% | -17.7% | +17.0% | +1.9% |
| 30D | +1.1% | -21.9% | +23.1% | +4.5% |
| 3M | -13.2% | -44.5% | +31.3% | -6.0% |
| 6M | -13.5% | -32.6% | +19.1% | -9.5% |
| YTD | -14.3% | -26.2% | +11.9% | -12.1% |
| 1Y | -1.1% | +23.0% | -24.1% | -6.7% |
| 3Y | +62.0% | +81.8% | -19.7% | +35.5% |
| 5Y | -9.6% | -36.0% | +26.4% | -16.7% |
| 10Y | +176.0% | +1,039.5% | -863.6% | +94.9% |
| All | +176.0% | +1,055.7% | -879.7% | +94.9% |
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