-8.2%
ALLY vs ARWR
-28.9%
+20.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | +3.1% | -5.4% | +8.5% | +4.1% |
| 3M | -12.6% | -32.2% | +19.7% | -6.2% |
| 6M | -12.4% | -26.5% | +14.1% | -8.4% |
| YTD | -13.2% | -12.4% | -0.8% | -13.1% |
| 1Y | +1.8% | +46.9% | -45.0% | -9.5% |
| 3Y | +58.0% | +116.0% | -58.0% | +16.1% |
| All | -8.2% | -28.9% | +20.7% | -23.0% |
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