+194.9%
ALLY vs ARWR
+921.6%
-726.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.3% | +3.2% |
| 7D | -0.2% | -17.3% | +17.1% | +2.3% |
| 30D | +3.4% | -21.5% | +25.0% | +6.8% |
| 3M | -11.1% | -43.8% | +32.8% | -3.8% |
| 6M | -11.5% | -32.3% | +20.8% | -7.5% |
| YTD | -12.3% | -25.8% | +13.5% | -10.2% |
| 1Y | +1.1% | +25.5% | -24.4% | -4.9% |
| 3Y | +64.8% | +84.1% | -19.3% | +37.5% |
| 5Y | -6.9% | -39.2% | +32.4% | -13.7% |
| 10Y | +194.9% | +1,072.4% | -877.4% | +108.1% |
| All | +194.9% | +921.6% | -726.6% | +108.1% |
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 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