+2,031.1%
ALM vs ARWR
+921.6%
+1,109.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -15.3% | +23.4% | +9.3% |
| 7D | +0.7% | -17.3% | +18.1% | +2.1% |
| 30D | -26.1% | -21.5% | -4.5% | -24.8% |
| 3M | -38.1% | -43.8% | +5.7% | -35.4% |
| 6M | -55.4% | -32.3% | -23.2% | -54.2% |
| YTD | -0.4% | -25.8% | +25.4% | +1.4% |
| 1Y | +25.4% | +25.5% | -0.2% | +22.6% |
| 3Y | +907.8% | +84.1% | +823.6% | +828.2% |
| 5Y | +440.2% | -39.2% | +479.4% | +419.3% |
| 10Y | +2,031.1% | +1,072.4% | +958.8% | +1,408.6% |
| All | +2,031.1% | +921.6% | +1,109.6% | +1,408.6% |
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