-2.8%
ALLY vs ARWR
+12.4%
-15.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.2% |
| 7D | -2.1% | -17.9% | +15.8% | -0.3% |
| 30D | +2.0% | -18.9% | +20.9% | +4.1% |
| 3M | -13.3% | -46.0% | +32.6% | -7.7% |
| 6M | -9.9% | -40.3% | +30.5% | -5.4% |
| YTD | -13.5% | -29.0% | +15.4% | -12.0% |
| 1Y | -2.8% | +13.8% | -16.6% | -5.1% |
| All | -2.8% | +12.4% | -15.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling