-9.6%
ALLY vs ARWR
-39.6%
+30.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.7% | -17.7% | +17.0% | +2.7% |
| 30D | +1.1% | -21.9% | +23.1% | +5.6% |
| 3M | -13.2% | -44.5% | +31.3% | -3.5% |
| 6M | -13.5% | -32.6% | +19.1% | -8.3% |
| YTD | -14.3% | -26.2% | +11.9% | -11.6% |
| 1Y | -1.1% | +23.0% | -24.1% | -9.4% |
| 3Y | +62.0% | +81.8% | -19.7% | +22.5% |
| 5Y | -9.6% | -36.0% | +26.4% | -22.9% |
| All | -9.6% | -39.6% | +30.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling