+165.1%
ALLY vs ARWR
+1,009.4%
-844.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | -2.1% | -17.9% | +15.8% | +0.5% |
| 30D | +2.0% | -18.9% | +20.9% | +4.8% |
| 3M | -13.3% | -46.0% | +32.6% | -5.8% |
| 6M | -9.9% | -40.3% | +30.5% | -4.0% |
| YTD | -13.5% | -29.0% | +15.4% | -10.8% |
| 1Y | -2.8% | +13.8% | -16.6% | -7.3% |
| 3Y | +63.4% | +74.9% | -11.5% | +37.5% |
| 5Y | -10.9% | -36.2% | +25.4% | -17.7% |
| All | +165.1% | +1,009.4% | -844.4% | +88.4% |
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