+123.4%
ALLY vs ARWR
+609.4%
-486.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.7% | +1.7% | +2.0% | +3.5% |
| 30D | -2.3% | -0.7% | -1.6% | -2.2% |
| 3M | +3.8% | +14.9% | -11.0% | +1.5% |
| 6M | +9.7% | +32.6% | -22.9% | +5.0% |
| YTD | -1.4% | +30.0% | -31.5% | -5.7% |
| 1Y | +8.2% | +208.4% | -200.1% | -8.2% |
| 3Y | +66.5% | +208.8% | -142.3% | +34.5% |
| 5Y | +1.2% | +27.8% | -26.6% | -12.6% |
| 10Y | +191.4% | +1,107.6% | -916.1% | +96.8% |
| All | +123.4% | +609.4% | -486.0% | +52.1% |
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 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