+100.2%
ALLY vs ARWR
+372.1%
-271.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.4% | -0.5% |
| 7D | -1.1% | -5.0% | +3.9% | -0.5% |
| 30D | +4.2% | -6.6% | +10.8% | +5.0% |
| 3M | -12.4% | -33.9% | +21.5% | -8.0% |
| 6M | -8.7% | -23.3% | +14.6% | -6.4% |
| YTD | -11.6% | -13.5% | +1.8% | -11.3% |
| 1Y | +0.2% | +42.5% | -42.4% | -6.2% |
| 3Y | +57.1% | +104.1% | -47.0% | +33.6% |
| 5Y | -6.8% | -28.8% | +22.0% | -13.9% |
| 10Y | +200.4% | +911.6% | -711.3% | +109.6% |
| All | +100.2% | +372.1% | -271.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling