+313.9%
ALM vs ARWR
+200.0%
+113.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.0% |
| 7D | +8.4% | +2.9% | +5.6% | +7.9% |
| 30D | +34.8% | -2.9% | +37.7% | +35.4% |
| 3M | +16.2% | +15.2% | +1.0% | +12.7% |
| 6M | +2.1% | +42.3% | -40.1% | -3.7% |
| YTD | +117.0% | +28.2% | +88.8% | +105.2% |
| 1Y | +313.9% | +213.2% | +100.6% | +267.0% |
| All | +313.9% | +200.0% | +113.9% | +267.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling