+2,950.3%
ALM vs ARWR
+1,099.2%
+1,851.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | +32.0% | -0.7% | +32.7% | +32.1% |
| 3M | -15.0% | +14.9% | -29.9% | -16.0% |
| 6M | -10.1% | +32.6% | -42.8% | -12.1% |
| YTD | +99.4% | +30.0% | +69.4% | +95.1% |
| 1Y | +316.4% | +208.4% | +108.0% | +283.7% |
| 3Y | +2,022.0% | +208.8% | +1,813.2% | +1,797.5% |
| 5Y | +941.2% | +27.8% | +913.4% | +855.2% |
| All | +2,950.3% | +1,099.2% | +1,851.2% | +2,031.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling